Buccholz- with 453 piercings on his body, including multiple ones on his ears, nose, lips and genitals - was due to appear at Cirque Le Soir nightclub on Friday night.
He holds the Guinness World Record for maximum piercing on a human.
The German, however, has not been allowed into the Emirates, local daily 7DAYS said.
"Airport authorities stated they could not allow him to enter the country due to security reasons," it quoted a source as saying.
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The nightclub, famous for its peculiar shows including dwarfs and trapeze artists, is based at the luxury Fairmont hotel in Dubai.
"The club did their best to try and get him through - even the Director of Government Relations and Director of Security from Fairmont went to try and resolve the situation," the source said.
As well as the piercings, Buccholz also has horns implanted on his forehead and magnets inserted into his fingertips.
He told 7DAYS earlier this week that he has "never regretted or removed" a single piercing.
"I've never been to Dubai. I'm excited. The only thing I know it that there's a lot of big buildings. I'm looking forward to seeing the place," he said.