"Heart has chosen to decline their forthcoming performance at SeaWorld on 2/9/14 due to the controversial documentary film 'Black Fish,'" the band said Sunday on its verified Twitter account.
Sisters Nancy and Ann Wilson did not elaborate.
But the duo isn't the first to cancel a concert at the Florida theme park because of the film.
"While we're disappointed a small group of misinformed individuals was able to deny fans what would have been great concerts at SeaWorld by Heart, Barenaked Ladies and Willie Nelson, we respect the bands' decisions," SeaWorld spokesman Nick Gollattscheck told CNN on Sunday.
The documentary - which first aired on CNN in October - tells the story of the killing in 2010 of experienced SeaWorld trainer Dawn Brancheau by a 12,000-pound orca.
The film raises questions about the safety and humaneness of keeping killer whales in captivity over the past 39 years.
Moved by the documentary, fans started online petitions asking musicians to stay away.
When the Barenaked Ladies nixed their plans last week to play at SeaWorld, they explained that it was a decision made after viewing "Blackfish."
"This is a complicated issue, and we don't claim to understand all of it, but we don't feel comfortable proceeding with the gig at this time," the band said in a Facebook post.
When SeaWorld's Gollattscheck confirmed Nelson's decision not to sing at SeaWorld, he cited "scheduling conflicts," but Nelson said it was because of the documentary and petition.
"I don't agree with the way they treat their animals," Nelson told CNN's Brooke Baldwin. "It wasn't that hard a deal for me."
SeaWorld said it would like the musical artists to learn for themselves about SeaWorld.
"The bands and artists have a standing invitation to visit any of our parks to see firsthand or to speak to any of our animal experts to learn for themselves how we care for animals and how little truth there is to the allegations made by animal extremist groups opposed to the zoological display of marine mammals," Gollattscheck said.
SeaWorld says the documentary ignores the park's conservation efforts and research.
"'Blackfish' focuses on a handful of incidents over our long history at the exclusion of everything else," wrote Michael Scarpuzzi, vice president for zoological operations at San Diego SeaWorld, in an op-ed on CNN.com. "Not a single interview with a guest who was inspired and enriched by their experience with killer whales at SeaWorld. Not one visitor who left SeaWorld more aware of the need to preserve the world around them. Not one word about the thousands of ill, orphaned and injured animals rescued by SeaWorld or the millions of dollars we dedicate to supporting conservation and research."