Francis said that although the venue owner was "welcome to his own views" it was a "little bit disappointing to have the religious card thrown".
Francis said the band were now looking for a new Whanganui venue to play at but "hadn't nailed anything down" yet.
"Whanganui is a really beautiful place, and we're determined to come and play anywhere that would have us, even a house party or a warehouse, to be honest.
"It [Whanganui] has got a really good metal scene and traditionally has really good support for metal bands coming through.
"We don't judge people and we aren't political, we're just a heavy metal band with heavy metal imagery and lyrics."
The only other time the band had received complaints was in 2014, Frances said, after the noise from their set at the New Zealand Tattoo & Art Festival in New Plymouth washed over to the neighbouring Seekers concert at the Bowl of Brooklands.
"Apparently we inadvertently drowned out the Seekers, which a lot of people weren't happy about.
"It was completely unintentional, but we had a chuckle to ourselves."
Whanganui metal fan Scott Phillips said decision reminded him of the Whanganui District Council's decision to cancel the "Puppetry of the Penis" performance at the Royal Wanganui Opera House in 2002.
"People know what to expect when they're buying their tickets, it's not like it's Dame Kiri Te Kanawa with support from Bulletbelt."
Phillips said the band weren't coming to Whanganui to make "a quick buck", but purely because they loved the music they played and loved performing to people.
"To get kicked in the teeth like this is pretty crap, and it's not really a good look for Whanganui itself.
"At least a couple of local metal bands would have played support as well, so they've lost an opportunity to reach more people too."
"We did an animated video for [a] song and it does take the piss out of Christianity a bit, so maybe that's the reason they weren't too keen on having us," Francis said.
Frank Bar did not wish to comment when contacted by the Chronicle.
To check out Bulletbelt's music for yourself, go to www.facebook.com/Bulletbelt