The English trip-hop collective - whose current line-up includes Robert "3D" Del Naja and Grant "Daddy G" Marshall - played a show at the Star Theatre in the city-state on Wednesday.
However, the pair have now been banned from the country after unfurling a Palestinian flag while performing, a statement said.
The statement released on Saturday from the Singapore Police Force and the Infocomm Media Development Authority (IMDA) said police had investigated both band members for "their actions of support for a political cause and unfurling of a foreign flag".
The authorities said that following an investigation, which included consultation with the Attorney-General's Chambers, police issued "stern warnings" to both men for allegedly breaching the Foreign National Emblems (Control of Display) Act and the Public Order Act.
"Both men will also be banned from re-entering Singapore," the statement said, without naming the two band members.
According to IMDA, the event's organiser had acknowledged licensing conditions for the concert, but both band members had breached them by holding up a "foreign flag" onstage during the performance, with one also reportedly shouting "free Palestine".
It is also now investigating a possible breach of several licence conditions, including one banning performers from displaying flags in support of "any causes".
The regulator added it would not approve any future application for the band to perform in Singapore due to the entry ban.
The concert was Massive Attack's only scheduled Singapore date on its current tour. They are next due to play a show in Seoul, South Korea, on Saturday.
Singapore has strict rules on the public display of foreign flags and emblems without a permit.
The statement added: "The police take a serious view of acts which could potentially harm the racial and religious harmony in Singapore and urge the public, including foreigners, to refrain from importing foreign politics as this can undermine our social cohesion and the rule of law.
"The peace and harmony between different races and religions in Singapore should not be taken for granted, and we must not let external events affect our society."
Earlier this year, Del Naja was among 500 people arrested during a demonstration in London against the ban on Palestine Action, a group that has been proscribed in the UK.
The band have also refused to perform in Israel since 1999 as a "form of non-violent pressure" and have also signed up for the No Music For Genocide campaign, which has seen more than 400 artists block their music from streaming services in Israel.
The Press Association has contacted representatives of Massive Attack for comment.
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