The 84-year-old country musician was performing a show at USANA Amphitheatre in Salt Lake City, which he had to cut short due to health reasons, according to The Hollywood Reporter.
Earlier, the "Seven Spanish Angles" singer took to Twitter where he apologised for curtailing the gig.
"This is Willie I am sorry to have to cut the SLC show short tonight. The altitude got to me I am feeling better now and headed for lower ground (sic)," he wrote.
Nelson has struggled with a string of health complaints in recent months.