The show will be a largely improvised affair featuring a solo performance from the American star with just a piano and a microphone.
Taking in 16 cities across 11 different countries, the tour will reportedly end at the Royal Circus in Brussels on December 22nd.
On Wednesday the Purple Rain star tweeted a picture of Vienna's Rathaus (City Hall), with the words "Where am eye?"
A year and a half ago the 57-year-old performed in Vienna’s Stadthalle venue, to great acclaim.
Prince recently told journalists that he was planning to tour Europe without a band because he never got bad reviews and felt he needed to challenge himself.