The 23-year-old "Pillowtalk" hitmaker was scheduled to appear at Summertime Ball 2016 in London on Saturday night, reported US magazine.
Zayn took to Twitter to issue an apology to those who were waiting to see him perform live at Wembley Stadium.
"To all those people who have been waiting to see me perform at the Capital Summertime Ball today," he began, "I flew into the UK last night to appear in my home country in front of my family, friends, and most importantly my UK fans.
The singer said he will try his best to come out of the situation and hopes his fans will understand his situation.
"I cannot apologies enough but I want to be honest with everyone who has patiently waited to see me, I promise I will do my best to make this up to everybody I've let down today. I know those who suffer anxiety will understand and I hope those who don't can empathies with my situation.