The actor previously suggested via his Twitter account that a renewal was unlikely.
Grillo later confirmed the cancellation in another post, writing: "Don't shoot the messenger. The Gates is officially cancelled. I knew my source was right."
He added: "Thanks to all of you for supporting us. It made the whole thing worth it."
His co-star Colton Haynes also commented on ABC's decision: "The Gates is officially cancelled. Was a great/fun experience and thk u all for coming along for the ride! (sic)"
The final episode of The Gates aired on September 19 on ABC.