"Joss Stone and her entourage were refused entry to the territory for lack of required documents in accordance with the rules," Iran's state news agency IRNA quoted police officials as saying.
The gig in Kish would have been the 200th of the "Total World Tour" she embarked on five years ago, she wrote in another post before departing for Kish.
That tour is an ambitious project to perform in every country on Earth and has seen her play in war-torn Libya, South Sudan as well as an "unofficial" gig in the capital of North Korea.
However, she described the Iranian immigration officials as "genuinely nice kind people that felt bad that they couldn’t override the system," and that they had refused her entry "with a heavy heart".
Women have been banned from singing solo in public in Iran since the Islamic revolution of 1979.