Model Georgia, 22, was scheduled to walk for fashion designer Camilla Franks but pulled out after finding out the sad news.
Georgia was said to have heard about L'Wren's suicide when she stepped out of a plane at Sydney airport.
A few hours after touching down in Australia, she boarded another flight to be with her family.
Meanwhile, it was revealed on Tuesday that Mick Jagger's band the Rolling Stones have cancelled their upcoming concert in Perth, Australia.
The band announced they would not be performing the first concert of their Australia tour on Wednesday night as scheduled, via a Facebook message posted on Tuesday afternoon – L'Wren was found on Monday morning.
"We regret to announce that The Rolling Stones concert in Perth will not be going ahead as scheduled for Wednesday 19 March 2014," their promoter Frontier Touring wrote on the social media site.
The Rolling Stones are expected to cancel the rest of the tour, but are yet to make an official statement.
Meanwhile, Mick and Jerri Hall's daughter Georgia May has cancelled her appearance at Melbourne Fashion Week.
The 22-year-old model was set to appear on the Aussie runway for local fashion designer Camilla Franks.
The designer's spokesman said in a statement: "In light of the recent sad news, Georgia May Jagger will not be participating in Virgin Australia Melbourne Fashion Festival for the Camilla Grand Showcase.
"We ask that you respect Ms Jagger and her family’s privacy at this very difficult time."
Father and daughter were both in Australia when they were informed of the tragic news. Georgia had landed in Sydney on Tuesday to take a connecting flight to Melbourne when she was told. She has since flown out of Australia to be with her family in New York.
While The Rolling Stones' jet is still in Perth, it is not known whether Mick and the band have flown out of Australia.
Mick is "shocked and devastated" by the news that his girlfriend of 13 years committed suicide.
The fashion designer was found by her assistant in her Manhattan apartment around 10am New York time on Monday morning. It is understood that the 49-year-old had hanged herself.