Earlier in the day he had announced his intention to go ahead with four performances in Paris, despite the -to- ban on the show titled "The Wall".
Dieudonné M'Bala M'Bala will instead present an alternate performance called "Asu Zoa" on a "different theme", his lawyer Jacques Verdier told AFP, noting that the ban was specifically on "The Wall" and not the new show.
The comedian had also cancelled a scheduled show in the central French city of Orleans after losing a legal challenge to get the ban lifted, Verdier said.
Outside the Main d'Or theatre in Paris, the police decree was pasted on the door, and a handwritten poster beside it announced Dieudonne's "new show".
It will include dance, music, mime "and a few tai-chi moves", the 47-year-old Dieudonne said on his Facebook page, adding that he had written the show in three nights.
The French government branded the comic a "peddlar of hate" for his diatribes against Jews.
The comedian earlier was defiant, calling on his supporters in a video to buy DVDs of his show "in massive numbers".
"The more of you there is, the more I can continue this fight," he said, adding that French Interior Minister Manuel "Valls has declared war against me".
Preview performances of his "The Wall" tour in Paris included a sketch in which the comedian mimed urinating against a wall. He then reveals that it was the Wailing Wall in Jerusalem.
Amid the legal tussles over the show, Dieudonné announced in the same video that he has come up with "Asu Zoa".
Dieudonné's supporters, and even some who reject his brand of humour but defend his right to express himself, have displayed concern over the clampdown, saying that is a troubling breach of freedom of speech.
But French government lawyers argue that the comedian's act is fundamentally racist and thus cannot be afforded protection under France's constitutional provisions on freedom of speech.
Valls vowed that he would "never allow words that divide the French".
Dieudonné has been fined several times for defamation, using insulting language, hate speech and racial discrimination.
But the comedian argues that the horrors of the Holocaust are given too much focus to the exclusion of other crimes, like slavery and racism, and says his so-called "quenelle" gesture merely represents his anti-establishment views.
He has directed volleys of abuse at prominent French Jewish performers, rounding off one rant about radio presenter Patrick Cohen with the observation: "Gas chambers … a shame."
Dieudonné has also been slammed for his trademark "quenelle" stiff-arm gesture, which has been described as a disguised Nazi salute.
The gesture, which Dieudonné insists is purely an "up yours" to the French establishment, has taken on a life of its own.
Some people have been caught on camera doing the quenelle at Auschwitz or outside synagogues in France.
afternoon, a handful of Dieudonne's supporters gathered on Faubourg-Saint-Antoine street in central Paris chanting "Dieudo, Dieudo". A woman aged about 60 joined in the demonstration, crying "Long live the Jewish dictatorship!".
Dieudonné started his career as part of a double act with a Jewish childhood friend, Elie Semoun.
But he veered towards anti-Semitism and the change burst into the open in 2003, when he concluded a televised sketch for which he had dressed up as an extremist Jew with a Nazi salute.