The star said this summer's concerts would be his "final curtain call"
Gordon Brown and David Cameron have both said they are "saddened" by the death of pop legend Michael Jackson.
The prime minister's spokesman said the singer's death at the age of 50, after he suffered a suspected cardiac arrest, was "very sad news" for his fans.
The Conservative leader described Jackson as a "legendary entertainer".
Jackson, who had a history of health problems, had been due to stage a series of comeback concerts in the UK, beginning on 13 July.
Paramedics were called to the singer's Los Angeles home at about midday on Thursday after he stopped breathing.
He was pronounced dead two hours later at the UCLA medical centre. Jackson's brother, Jermaine, said he was believed to have suffered a cardiac arrest.
No 10 said Mr Brown's thoughts were with the singer's family at this difficult time.
"This is very sad news for the millions of Michael Jackson fans in Britain and around the world," a spokesman said.
David Cameron hails Jackson as 'an extraordinary talent'
Mr Cameron said: "I know Michael Jackson's fans in Britain and around the world will be sad today.
"Despite the controversies, he was a legendary entertainer.
"Everybody will be thinking of his family, especially his children, at this time."
Speaking later, on a hospital visit in Norwich, Mr Cameron spoke of "shock" when he learned of the news before going to bed on Thursday night.
And he paid tribute to Jackson's "extraordinary talent" as an entertainer.