Jason Stockley was cleared on Friday of killing Anthony Smith, 24, after a police chase in the city of St Louis, in Missouri, in 2011.
Shop windows were smashed as 600 protesters marched through the city.
Ten officers were hurt and 33 people were arrested on Friday and eight on Saturday.
Ed Sheeran’s promoter Messina Touring Group said: “With the safety of the fans being of upmost concern, and after consulting with local officials, who could not fully commit to providing a sufficient amount of police, we felt it was best to cancel Sunday night’s show.”
U2 singer Bono was “deeply saddened” to cancel the band’s show on Saturday.
He said: “I found myself reading Dr King’s speech from the National Cathedral and asking myself is this 1968 or 2017?”
Stockley, 36, was cleared of murder after judge Timothy Wilson ruled there was not enough evidence against him. He was accused of planting a gun in Smith’s car, but he said he had acted in self-defence.