The venue was cordoned off as a bomb squad was brought in to search the van.
A video from the scene shows several officers inside the back of the vehicle examining objects with flashlights.
It is not clear why the venue was targeted, but California band Allah-Las were due to play that evening. Their name has caused offence to Muslims in the past.
A venue owner in Turkey once called off a gig because he did not feel comfortable with the moniker which uses the Arabic word for God.
In an interview with the Guardian last year, the band said they chose the name simply because they wanted something "holy sounding" and did not realise it would provoke such a strong reaction.
"We get emails from Muslims, here in the US and around the world, saying they're offended, but that absolutely wasn't our intention," singer Miles Michaud said.
Images from outside the venue show officers surrounding the concert hall which has been taped off, as bemused members of the public leave the scene.
Allah-Las were escorted from the venue after the gig was called off, and guarded by officers on motorbikes as they drove away in van, it is reported.
The band said in a statement: "In response to the police, we are forced to cancel the concert of Allah-Las tonight in the Maassilo.
"It does not make sense to come to the Maassilo. Sorry for the inconvenience, more information follows."
The building has a total capacity of around 1000 people. Allah-Las were supposed to share the bill with Dutch-Turkish group Altin Gün.
Thirteen people were crushed to death and more than 100 injured when terrorist Younes Abouyaquob drove a van down Las Ramblas in Barcelona last Thursday.
Abouyaaquob then stabbed another man to death as he stole his car and fled the scene, while a second attack by five more jihadis killed one woman and wounded another 16 people in the town of Cambrils.
All five Cambrils attackers were shot dead by police at the scene, while Abouyaaquob was shot dead in Subirats on Monday. Four more suspects were arrested and appeared in court on Tuesday.
In court documents, a judge said the dead men launched their attack after a bomb factory filled with gas canisters in the town of Alcanar exploded, killed the alleged plot mastermind and his assistant.
Police video released the same day showed officers searching the homes of the arrested suspects, where more gas canisters were found.
A chilling message posted by a pro-Isis account later the same day warned of further attacks by terror cells still embedded inside Europe.
