GIBRALTAR, United Kingdom (AFP) – British Prime Minister David Cameron cancelled a pro-EU rally in Gibraltar Thursday after a member of parliament was shot in England, as he began a historic visit to the overseas territory.

Cameron had been due to address thousands of people in the tiny rocky outcrop on Spain’s southern tip, which fears that a vote to exit the European Union in next week’s referendum will leave it at the mercy of Spain.

The Rock, as it is known, has long been a source of friction between London and Madrid, which wants it to come back under its control centuries after it was ceded to Britain in 1713.

“I won’t go ahead with tonight’s rally in Gibraltar,” Cameron tweeted upon landing in Gibraltar, minutes after campaigning for the crucial EU vote next Thursday was suspended over the shooting.

Jo Cox, a 41-year-old mother-of-two from the opposition Labour Party, is in a critical condition after being shot in broad daylight in a northern English town.

– ‘Historic’ –

Cameron’s trip had drawn huge excitement in Gibraltar, where the last serving British prime minister to visit was Harold Wilson in 1968.

But it also drew anger from Spain.

“The government doesn’t like it that Mr Cameron is going to Gibraltar,” acting Spanish prime minister Mariano Rajoy said in a radio interview.

“What is being debated is whether the United Kingdom stays in the European Union — as I hope it will — or leaves the European Union.

“The campaign for this should be done in the United Kingdom and not in Gibraltar.”

He said that whatever happened in the June 23 referendum, “for Spain, Gibraltar remains Spanish”.

The 33,000-strong territory is eyeing the vote with increasing alarm, particularly as the latest opinion polls indicate a majority of Britons want to leave the EU.

At stake is a thriving services-based economy that relies in large part on access to the EU’s single market, and the sovereignty spat with Spain.

Gibraltar’s leader Fabian Picardo had described Cameron’s visit to the Rock as “historic”.

“This is the big one,” he wrote on his Facebook page. “The one we all thought would never happen and has become a reality.

“Never before has a PM come to Gibraltar, in mid campaign or otherwise, to… make clear the UK’s position on Gibraltar.”

It was as yet unclear what Cameron would do now.