"Some people might read this and think we're over sensitive and maybe we are - but it's just not funny."
Gervais addressed the controversy on Twitter, defending his routines and warning many of his jokes could cause offence.
"Basically, offence is about feelings, and feelings are personal. People simply don't like being reminded of bad things," he wrote.
"Offence often occurs when people mistake the subject of a joke with the actual target," he wrote.
He also warned his show included jokes about "Aids, cancer, paedophilia, famine, race, terrorism, rape, murder, drugs, death and even food allergies".
NME.com reported warnings about Gervais' show were issued by both the Stillbirth And Neonatal Death Support NI and the venue he was performing in.
The Waterfront Hall said: "Unfortunately we have no control at all over the material artists choose to use on stage, but we do of course appreciate this particular theme will have caused distress."
Gervais, who rose to fame thanks to his hit sitcom The Office, is known for his caustic, no-holds-barred brand of humour.
He's taken particular delight in skewering celebrities at several hosting stints at the Golden Globes.
