The documentary aired on Channel Four over two nights last week and told the stories of two young boys who alleged they were abused by the singer.
Producers The Flying Music Company Ltd have not commented but the Waterside Theatre told us: "We can confirm that the Thriller Live tour is continuing, coming to Aylesbury next month and touring the country up until July.
"It is also continuing in the West End."
Asked if there had been any tickets cancelled since the documentary aired last week a Waterside spokesman added: "The theatre has not had any requests for refunds."
There are three performances of Thriller Live at the Waterside on Sunday April 21 and Monday April 22 - one on each of the two nights at 7.30pm and a third on the Monday afternoon at 2.30pm.
Tickets start from £13 and are still available for all three performances.
To book call 0844 871 7607 or visit https://www.atgtickets.com/shows/thriller-live/aylesbury-waterside-theatre