Yoshi's San Francisco Director of Marketing Lisa Bautista told The Associated Press that Shocked had just begun her second set Sunday night when she made comments that included the slur.
The venue muted her microphone, dimmed the lights and announced the show was over.
Bautista said Tuesday she was told people in the audience asked Shocked to stop and walked out.
Shocked was scheduled to perform at the Hopmonk Tavern in Novato, but the Marin Independent Journal reports the March 29 show was canceled.
At least four other shows also have been canceled, including one in Boulder, Colo., in May for the radio show eTown.
Request for comment emailed to Shocked and her manager were not immediately returned.