"The women took exception to that and told the ushers they were leaving anyway, and went."
But the fun didn't stop there - some of the women returned to the hall after getting as far as the foyer before realising they had left their shoes behind, the source added.
"They apparently came back in to the theatre shouting things like "we are millionaires, and we are looking for our $800 shoes".
Priscilla is adapted from the 1991 film and follows drag queens Tick and Adam, and their transgender friend Bernadette, as they traverse Australia in a bus - named Priscilla - on their way to Alice Springs.
The fun show stars Ray Meagher, best-known for his long running role in TV soap Home and Away and it features glitter, feathers, colours, singing and men in dresses.