Keith was reportedly on his way to perform at Ventura County Food Bank's charity event at Sherwood Country Club in California when he heard the tragic news about his father-in-law Dr Antony Kidman, prompting him to pull out of the concert.
"I'm so very sorry that I cannot perform this weekend," Keith posted on his Facebook page. "We are in a deep state of grief at the passing of Nic's Father and are heading to Australia to be with family.
"We want to thank everyone from the bottom of our hearts for their love, prayers and support through this devastating loss. - KU."
Keith cancelled an appearance in California to be with Nicole
The 46-year-old then flew by private jet to Nashville, where he lives with Nicole and their two children Sunday, six, and Faith, three.
"Nicole and her family are in shock by the sudden death of her father," the actress's representatives told E! News in a statement. "She appreciates the outpouring of support and kindly requests privacy during this very difficult time. Thank you."
In the wake of Tony Kidman's passing, the cause of his death is still in the process of being identified. He is believed to have suffered a heart attack, although this remains unconfirmed.
According to the Australian Press, Tony died his hotel room. He was in the Southeast Asian country visiting Nicole's younger sister Antonia Kidman, who lives in Singapore with her husband Craig Marran and their six children.
Tony and Nicole on the way to her marriage to Keith in 2006
Tony was a clinical psychologist at the University of Technology in Sydney, Australia.
"It is with great sadness that we learn of Dr Tony Kidman's sudden passing," said Vice-Chancellor Professor Attila Brungs. "During his 43 years at the University of Technology, Sydney, Tony has contributed greatly – as a colleague, as a researcher, and as a health practitioner.
"Tony will be missed by all at UTS. Our thoughts are with his family at this time."