The former One Direction singer had been due to appear at Autism Rocks in Dubai on October 7 but has pulled out because he does not feel confident enough to perform.
In a message to fans he said: “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. I am assured that all tickets will be refunded.
“I am truly sorry to disappoint you. I hope to see you all soon. Thank you to all my fans who support me globally.”
Thomas Ovesen, CEO of concert organiser 117Live, said: “Whilst disappointed not to be hosting the planned October 7 Dubai concert we appreciate Zayn’s honest apologies and wish him all the best for the future.
“We will be looking forward to sharing more of Zayn’s plans with his Middle East fans when we have such information and will now get the ticket refund process started!! See you all at our other events at the Autism Rocks Arena!”
In June Malik, 23, pulled out of the Capital Summertime Ball in London, blaming his anxiety.
He quit One Direction in March 2015 after he was signed off for stress during the band’s world tour.
Malik, who grew up in Bradford’s East Bowling district, was cast in One Direction as a 17 year-old in 2010, after originally auditioning as a solo singer.