The "Pillowtalk" hitmaker was scheduled to perform at the Autism Rocks Arena in Dubai on October 7, but despite working hard to overcome his problems, he doesn't feel "sufficiently confident" to take to the stage for the show, reported Female First.
"Dear Fans, I have been working over the last three months to overcome my extreme anxiety around major live solo performances I feel I am making progress but I have today acknowledged that I do not feel sufficiently confident to move forward with the planned show in Dubai in October," he said in a statement posted on the 117 live website.
Event organizers are "disappointed" that the show has been canceled, but sent their best wishes to the singer.
This is not the first time Zayn's anxiety has caused him to cancel a performance.
In June, he was due to perform his first UK gig since leaving One Direction at the Capital FM Summertime Ball in London but pulled out at the last minute.