One drunken gig-goer threw a plastic bottle at Katona as she was performing at the Engine Shed.
The singers quickly exited the stage after the incident and the set was halted.
Natasha has since thanked fans for their support, tweeting: "Gutted (upset) that tonight's gig ended early, 2 all of u who came to see a good show, thank u 4 yr support but when it's not safe we have 2 leave (sic)."
Katona later added: "Well that was fun!! What a shame when some young boy going through puberty thinks it's manly to throw bottles at girls!!"
Natasha also responded to one fan who was unimpressed with the singers' decision to leave the stage "because a few plastic bottles flew their way".
"Wow, what a guy! ... So you think that's acceptable behaviour? I don't think you'd like to watch your girlfriend pelted with c**p (sic)?," she snarled.