The 61-year-old took to Twitter to share his excitement with fans.
"Excited and looking forward to The Woody Allen concert.:) #CinemaGenius #NewYork #TheCarlylHotel," he tweeted.
The veteran actor then shared a video of Allen performing.
"Watching Woody Allen live is one of the highlights of my stay in New York. Here is a clip of d concert for you all," Kher wrote.