The 57-year-old comedian and actor said age is a factor in his decision to avoid a venue of similar capacity to the 16,000-seat London O2.
He told the Daily Mail: "I won't perform this size of show again. These things have their critical mass, which does not sustain indefinitely.
"I'm 57 now. Do you really want to see a 67-year-old guy in front of 10,000 people? I don't want to. I'm going to let it wither and die."
However, the star revealed that the gig is among the "greatest moments" of his career, adding: "I didn't think I had that kind of audience there [in London]. I thought I could play a gig in London, but I didn't think I could play the biggest place. It was a special night. I'll never forget it.
"If you ask me what the greatest moments of my career have been, it's playing at the White House a few years ago, my first Tonight Show with Johnny Carson in 1981, and the gig at the O2 last year. Just before I die, those are the three shows I'll remember."
Watch a classic Jerry Seinfeld stand-up gag below: