The singer, 33, announced she would take a break from public life after she wrapped up her tour, and she has dropped out of the London revival of the Stephen Sondheim musical Sunday In The Park With George, in which she was due to appear opposite her Wicked co-star Jonathan Bailey.
Appearing on stage in Chicago, Grande took a break from singing to address the decision, saying it came from "a thoughtful and empowered place."
In a fan video shared on Grande's Instagram story, she said: "Is it OK if we get a little real tonight? I wrote down my thoughts because I don't want to forget.
"Sometimes when a story comes out that's not directly from me, things can get a little blown out of proportion.
"So I just wanted to speak to my fans directly tonight because I love you so much. It means a lot to me.
"To let you know how I'm feeling and not let the world decide and project. I'd like to just clear the air.
"Basically the announcement that was made yesterday was not a reactive or impulsive thing.
"It's something that I have decided. It's a plan that I have quietly made a long time ago. It's a decision I was making from a thoughtful and empowered place."
Grande's speech was met by rapturous applause and screaming from her fans inside the concert.
She said the current tour has been the most "healing creative and special experience of my life".
On Sunday, it was announced Grande would take "a step back from visibility" after her Eternal Sunshine tour, which will come to the UK in August, with a 10-night residency at London's The O2.
It came after Grande released the music video for Petal, the title single from her newly released eighth studio album, which sparked speculation about her health.
The production of Sunday in the Park with George at the Barbican in 2027 will continue as planned with Bailey, and Grande's role will be recast.
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