Vicky Mann, 22 and her sister, Lizzie, 20 from Marshchapel had booked tickets to see the icon perform at the London O2 arena in September.
The tickets cost £240 each from travel agents, First Choice in Grimsby which also included a night at a to
p hotel in Park Lane, London.
Vicky, who has been a fan of Michael Jackson's music for as long as she can remember, said: "I was so excited about seeing him, and now that won't happen, I am gutted.
"I will always remember the night we found out he had died. I was at home with my sister and we were watching TV and flicking through the channels when his face popped up on the screen.
"We stopped because we thought it might be a documentary, but then we saw the headline. We sat and watched it slowly unfold and then eventually the announcement came he was dead. I wouldn't believe it. I kept saying it wasn't true, but then it sunk in.
"I was gutted, I couldn't believe we wouldn't get to see him perform live, it would have been amazing.
"When he announced he would be touring I thought 'I have got to get tickets', it was a once in a life time opportunity and now, that will never happen".
The sisters are hoping to get their money back and are waiting to hear whether that will be possible from First Choice.
If they do get their money back, they plan to make the best of the situation and use the weekend to see a London show instead. But Vicky says she knows this will not compare to seeing the 'King of Pop' in the flesh.
"I know all weekend I will be thinking 'I should be seeing Michael Jackson now'. He was an amazing musician, a fantastic dancer and a true showman - I am just sad we will never get the experience of seeing him perform".
