About 800 New Zealanders who had booked to hear Muslim critic Ayaan Hirsi Ali will get refunds after she cancelled her visit at the last minute.

The Somali-born former Dutch MP has been under tight security protection since a colleague who produced her film about violence against women in some Muslim cultures was murdered in 2004 with a letter pinned to his body threatening to kill Hirsi Ali, too.

She had been due to speak in Melbourne, Sydney, Brisbane and Auckland this month, but issued a statement yesterday saying the tour was cancelled "for a number of reasons including security concerns".

A spokesman said about 800 people had been expected at the Auckland event at the Bruce Mason Centre in Takapuna on Sunday.

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Sydney-based event organiser Think Inc said money paid for tickets bought online or via the Ticketmaster contact centre would be automatically refunded within seven days to the credit card used to buy the tickets.

People who bought tickets at Ticketmaster outlets, or with cards that have expired, will need to go back to the same outlets or contact Ticketmaster.

The Guardian Australia reported that protests had been planned outside Hirsi Ali's Australian venues because of her controversial views on Islam.

Last month Think Inc said one protester had been contacting insurance companies to get the company's insurance cancelled.

Think Inc warned Australian ticket holders last week they would be subjected to searches of their bags and persons.

Act Party leader David Seymour, who bought tickets to the Takapuna event, said he was "deeply saddened" that the tour had been cancelled.

"Nobody should have their freedom of speech shut down in the face of violence," he said.

"The Prime Minister should reach out to Ayaan Hirsi Ali and assure her that whatever has been threatened in Australia, in New Zealand we're proud to have a free society where we battle with ideas, not threats of violence."

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Hirsi Ali told Andrew Dickens on NewstalkZB last month that she could "understand the reasoning" of President Donald Trump's executive order banning people from seven majority-Muslim countries from entering the United States.

"Before you get people in from Muslim countries, whether through the [refugee] resettlement process or through some other immigration process, you must have assimilation programmes in place," she said.

"A small country like Israel got people from Ethiopia to come who are totally different in culture, outlook and everything, they just share this idea that they are all Jewish, and they have assimilation centres where they put a lot of money and effort into making them fellow citizens.

"If free societies don't do that, if they don't have those assimilation policies in place, then they shouldn't bring in people because they are only asking for instability."