The Incubator Theatre group says it has had offers to perform its show The City in Glasgow, Leeds, London and Manchester.
Protests against the hip-hop opera at the Cow Barn in Underbelly in Bristo Square led to its cancellation.
And despite efforts, the theatre group has now given up hope of finding a new home in Edinburgh.
Arik Eshet, Incubator's director said: "We have given up. But we are going forward.
"It is not what we came for, but we will still be performing a little bit, something we didn't do here [in Edinburgh].
"It's more than disappointing, it is depressing. We were devastated. "
The theatre group have to stay in the UK until August 26, when they are due to fly home.
Scots Makar Liz Lochhead was among the signatories of an open letter protesting against the staging of The City last month.
Underbelly said last week it had not been possible to find a venue that was "viable for the show and for the security of the audience".
A silent protest by Incubator over its treatment was disrupted by more than 60 pro-Palestinian demonstrators at the weekend.
Incubator performed its one-and-a-half hour show in silence outdoors at Bristo Square, Edinburgh, near the venue, while police moved in to keep order in the face of noisy protests.
Some of the pro-Palestinian demonstrators lay on the ground as the seven members of the theatre group, which receives funding from the Israeli government, carried out their own protest saying they had their freedom of speech "taken away" by the Edinburgh Festival Fringe.
The Edinburgh Festival Fringe Society said: "We have done what we can to support Underbelly and Incubator Theatre as the situation has developed and we respect the difficult decisions that they have taken."