The TV funnyman was scheduled to bring his Big World Tour to the city on June 22 and 23 this year.
But the first of the two shows has now been cancelled, leaving fans upset.
Anne-Marie Senior, who had tickets for the first show at the Fly DSA Arena, said: "I'm very annoyed. It's a real shoddy way to treat your fans who've paid a lot of money to see you."
"It’s all very mysterious - no official comment from him as yet it seems, but very odd considering the gig June 23 is still on."
She said she had received an email informing her of the cancellation and that she would receive a refund.
A spokesman for the Arena said: "The Box Office are currently in the process of writing, emailing and phoning all customers to inform them that Michael McIntyre's show on the Friday, June 22 has been cancelled because of filming commitments and that they will be receiving a full refund all of which have already been processed.
"Saturday 23rd is not affected and going ahead as scheduled with a limited number of tickets still available."
We have contacted the star's promoters, Off The Kerb, for further details regarding the cancellation.