The State Department issued a warning of “possible threats” to U.S. citizens in the cities of Milan, Venice, Florence and Verona on March 31. Officials have refused to give details about the threats.

“Following the American government statement to its citizens regarding possible terrorist attacks in some Italian cities, the artist decided to cancel the concert,” Clear Channel Entertainment said in a statement.

Italy has been on alert for possible terror attacks since Sept. 11, and several people suspected of links to foreign terrorist groups have been arrested. Also, concerns about domestic extremists flared last month after the slaying of a government adviser was claimed by the far-leftist Red Brigades.

The 31-year-old hip-hop soul singer is on tour, promoting her latest album, No More Drama. She won acclaim and commercial success with her 1992 debut, What’s the 411?

Blige’s performance in Milan at the Alcatraz club was to have been her only show in Italy.