Mr. Tsuda said that he regretted the decision, which officials said was made after threats of terrorism.

Statues of so-called comfort women have long been an irritant to Japanese nationalists who dispute that the women were forced into servitude. When the exhibit opened last week, several right-leaning lawmakers from the party of Prime Minister Shinzo Abe protested the inclusion of the statue, the work of two South Korean artists.

Officially, the governor of Aichi Prefecture, Hideaki Omura, cited a decision to “put a priority on safety” in closing the exhibit at the Aichi Triennale, which is held in Nagoya, Japan’s fourth-largest city, and is one of the more internationally visible Japanese art fairs.

Less than three weeks ago, an attacker set fire to an animation studio in Kyoto and killed 35 people. Mr. Omura said faxes sent to the festival organizers warned of similar attacks.

But there was little question that politics was also involved.

After visiting the exhibit last week, Takashi Kawamura, the mayor of Nagoya, said he wanted it closed because it “tramples on the feelings of Japanese citizens.”