The state's recently passed law specifies which bathrooms transgender people are allowed to use.
The band's statement was shared on their official Twitter handle.
"The HB2 law that was recently passed is a despicable piece of legislation that encourages discrimination against an entire group of American citizens. The practical implications are expansive and its negative impact upon basic human rights is profound.
"We want America to be a place where no one can be turned away from a business because of who they love or fired from their job for who they are. It is for this reason that we must take a stand against prejudice, along with other artists and businesses, and join those in North Carolina who are working to oppose HB2 and repair what is currently unacceptable," the statement read.