Tickets for the Sunday show will go on sale Wednesday.
“In a spirit of healing, the event is meant to be a catalyst for pause and reflection following the outpouring of violence that has gripped Baltimore and areas throughout the U.S.,” organizers said.
The song that Prince recorded just a few days ago criticized the killing of young African-American men. In recent months, there have been several incidents of police brutality that have sparked nationwide demonstrations and occasional violence.
While being transported in police custody, Gray, 25, sustained an injury that eventually put him in a coma. Gray died a few days later, which an autopsy attributed to a spinal cord injury.
In August, Michael Brown was fatally shot by a police officer, igniting unrest in Ferguson, Missouri. Since then, there have been numerous debates and discussions about police brutality, and the relationship between law enforcement and African-Americans.
Prince released two albums last October, titled “Art Official Age” and “PlectrumElectrum,” bringing his total number of albums to 34.