Concert promoter Michael Silfverskiold said a crew member caught the singer her as she passed out while walking off the stage.
He told Reuters: "You could see she was in pain. It was a terrible situation."
The cause of the collapse is not yet known and it is unclear whether the 61-year-old was taken to hospital or treated by a doctor at her hotel.
Concert spokesman Zlakto Nedanovski confirmed that Minnelli's doctors had urged her to return home. He told the Associated Press: "They decided together with her management that it's best for Liza to go to the US right away."
He added that she had experienced some dizziness prior to taking to the stage but had decided to go ahead with the performance.