The Cincinnati Tea Party said in a statement Friday that it will set up a special e-mail address to handle refund requests.
The group says nearly 10,000 people turned out Thursday evening for the rally along with a planned Hannity book-signing and taping of his television show at the University of Cincinnati basketball arena.
Fox News says Hannity's appearance was canceled over admission fees. The network says the group was trying to profit from Hannity.
Organizers say the fees, which started at $5, were only to help cover costs of the event for the movement opposing big government and high taxes.