Animal welfare group SHARK has photographed and videoed many rodeos.
Lead singer Rob Thomas wrote on the group's website, "We ask that (fans) please understand that it would be impossible for us to put ourselves in the position of making money from what we believe to be the mistreatment of animals."
After reviewing videos of the 2007 Cheyenne Frontier Days Rodeo from SHARK, the band decided to withdraw from the entertainment line-up.
According to SHARK president Steve Hindi, "So long as CFD is going to include egregious animal abuse, it will have to find entertainers who simply don't give a damn about compassion."
Rob Thomas and his wife Marisol have their own foundation (SidewalkAngelsFoundation) to help homeless people and animals.
SHARK says that although rodeo officials "have expressed bewilderment" over the cancellation, "the reasons are easily found in graphic video documentation from the 2007 CFD Rodeo."
SHARK has invited CFD Rodeo officials and Cheyenne city officials to a press conference to review its video documentation, and will also release a list of humane recommendations for the rodeo.
The organisation has several videos about rodeo on YouTube, which bring in about 3500 visitors a day. "That figure continues to rise as more rodeo cruelty and deaths are exposed and videos are created," SHARK said.