The Rolling Stones have cancelled Wednesday night's show in Perth following the death of lead singer Mick Jagger's girlfriend, fashion designer L'Wren Scott.

Scott, a 49-year-old former model, was found dead in her New York apartment. US media are reporting that she took her own life.

The band was preparing for a show at the Perth Arena as part of their 14 On Fire world tour.

A statement from Frontier Touring said that show would no longer be going ahead.

"No further information is available at this time," the statement said.

"Ticket holders are asked to hold on to their tickets until a further update is available."

The statement said ticket holders can check frontiertouring.com, the company's Twitter account and Facebook page for updates.

There were no details on whether the concerts in Adelaide, Sydney, Melbourne, Macedon, Brisbane and in Auckland, New Zealand would go ahead.

Tickets to the Perth show ranged from $200 to $580 each and sold out within minutes of going on sale.

Fan Jeffrey Gussin from Philadelphia had tickets to four shows in Australia and says he loves the Rolling Stones more than any band in the world.

"I heard it (the death of L'Wren Scott) at midnight and I went back to sleep hoping it was a nightmare and woke up this morning and unfortunately it was not," he said.

Rolling Stones fan Jeffrey Gussin travelled from Philadelphia to Perth to see the band. ( ABC News: Charlotte Hamlyn )

"My favourite genre of music is Mississippi Delta blues and in my eyes it what's The Stones stemmed from.

"I worked for them between 1994 to 1999 so I had a lot of interaction with them. I was the assistant for Jamie Wood (son of Ronnie Wood) on the Voodoo Lounge tour ... so its inevitable you have interaction with the whole band.

"I grew up playing drums and when I first met Charlie Watts it was such a pleasure."

Perth resident Mal Coleman says he hopes the band can return to Perth but says he sympathises with Jagger.

"Obviously its easy for us on the outside to look in and go 'what a shame that the concert might not go on', but then again on a personal level Mick Jagger has got something that is very personal," he said.

"He's so far away from home that you would want to get back, wouldn't you."

On the band's official Facebook page, fans offered their condolences to Jagger, with many saying they would understand if the Australian tour was postponed or cancelled.

We understand if you need to postpone or as hard as it is even cancel, although your music is amazing and Australia loves you so much - you need to put your family first. — Lauren-Ann Bianca Faka'ata

RIP Le Wren, so so sorry for you Mick, totally understand if the Australian concerts have to be cancelled/postponed:-( — Dean Knoote

The Stones last visited Australia in 2006, playing only in Sydney and Melbourne.