Some social media users have said people were forcibly removed because they were dancing.
Others have also said that it was because they were waving pro-gay rights flags.
Dua Lipa appeared to get visibly upset during the concert on Wednesday.
She told the crowd: “I want to create a really safe environment for us all to have fun.
“I want us all to dance. I want us all to sing, I want us all to just have a really good time.”
She added: “I would love in these last few songs for us to really, really, really enjoy ourselves. How about that?”