The country trio was the support act for The Boss at the concert. Organizers cut off his microphone when his show, which featured a surprise duet with Sir Paul McCartney, ran late.
The band's Hillary Scott says, "I'm sure there was definitely a reason. I hear that they had a very strict curfew in Hyde Park."
Organizers Live Nation and Westminster City Council have been criticized for pulling the plug too early. Live Nation released a statement after the incident saying the show was stopped because of "health and safety" issues.
Lady Antebellum are in the U.K. as part of their European tour.
Speaking on Monday night before a performance at London's Hammersmith Apollo, the band said their British shows have been "pretty wild" and that they can't wait to come back.
