Emergency services rushed to the scene after smoke was reported to be billowing from the Clyde Auditorium in Glasgow around 6pm.
No members of the public were in the venue, known as the Armadillo due to its shape, at the time but the concert was cancelled as a precaution.
The singer said in a tweet: “There has been a fire at the Glasgow SECC! We have been evacuated. OMG smoke bellowing (sic) from the back of the venue”.
A statement from the Scottish Fire and Rescue Service said: “At 5:58pm on Saturday the Scottish Fire and Rescue Service was alerted to a building on fire in Exhibition Way, Glasgow.
“A total of four fire appliances including an aerial appliance were mobilised to the scene.
“Firefighters wearing protective breathing apparatus tackled the flames externally with the aid of powerful hoses.
“The fire has been brought under control however crews remain at the scene to check for hotspots and to ensure the ventilation of the building.”
Police Scotland said a “minor fire” had been reported at the rear of the building.
A statement on Mr Watson’s Facebook page said: “It is with huge regret that due to a fire at The Clyde Auditorium this evening’s performance has to be cancelled.
“The fire service are currently on site and we have been advised by the venue it is unsafe to enter the building.
“The important thing is that everyone has been evacuated and is safe.
“We will of course keep you updated on any developments. All ticket holders will be contacted by the venue.”