The US singer announced a Sri Lankan, Australian and New Zealand tour on Twitter on February 5. However, after backlash from Twitter users, the tweet was removed the next day.
"Your concerts must go on," supporters wrote, while others said "lock him up" and "nobody wants you here".
Kelly was recently the subject of the documentary series Surviving R. Kelly, which highlighted decades of alleged sexual misconduct against women. He has since denied the allegations and threatened to sue its creators and the alleged victims.
Women's Refuge shared the open letter to immigration minister Iain Lees-Galloway on Facebook on Thursday evening.