Waters has also described Jewish-American billionaire Sheldon Adelson as a “puppet master.”
Over 3,000 people attended the event in Tel Aviv on Thursday.
“This was meant to be a spiritual experience for me,” she wrote, “NOT A POLITICAL STATEMENT.”
The singer showed his support for Israel as Disturbed played their first-ever show in the country.
Waters and other artists have come out in support of the Boycott, Divestment and Sanctions campaign against Israel.
The Queen of Pop resisted calls to cancel the appearance in protest to Israel’s treatment of Palestine.
Roger Waters and other prominent musicians called on Madonna to scrap her planned appearance at Eurovision in protest of Israel’s treatment of Palestine.
He writes, “If you believe in human rights, Madonna, don’t play Tel Aviv.”
“What we actually have here is a fundamental difference of opinion as to what the purpose of music is,” Cave writes.
The move comes just days after defending her choice to play Israel’s Meteor Festival and a week out from the event.
It’s “not a political statement or a commitment to the politics,” Del Rey adds.
“As long as the Israeli government commits war crimes against the Palestinian people we support their call for a boycott of Israel as a means of peaceful protest against the brutal occupation,” the band says in a statement.