The show was a sold-out, all-ages concert that featured inflatable women's legs spread wide open, profanity and lewd requests by the singer.
Midway through the performance, parents were seen leaving, dragging their kids in tow.
Caesars Windsor's Facebook page quickly received posts chastising the casino for allowing the show to be open to all ages.
"My fiancée and I were at this show and almost all other shows put on at Caesars. This is by far the worst and I was offended as an adult," posted Facebook user Alan Prince. "Have some class people.
Prince, and others, claim Ke$ha made reference to her genitalia and sex acts.
Caesars spokesperson Jhoan Baluyot said the casino has received complaints but has not tracked the number.
The Casino, though, said parents have a responsibility to know what they and their kids are attending.
"We appreciate that Ke$ha's show may be offensive to some which is why signage was prominently posted to caution the audience," Caesars posted on its Facebook page. "It is ultimately up to concert attendees to review an artist’s material, before purchasing tickets, so that they may make their own informed decision on what is age appropriate, as this is subjective. What may be offensive to some is acceptable and enjoyable by others."
Baluyot said the casino's "all ages" policy "does not imply the show is suitable for all ages."
That's up to attendees to decide.
"Any parents who brought their child under the age of 13 to this, what are you thinking?" Facebook user Katherine Morin posted on Caesars Windsor's Facebook page.
Alex Rocheleau, 14, who won her tickets to the show, didn't expect the performance to be so racy.
"She was really revealing," Rocheleau said.
Rocheleau said she was familiar with Ke$ha's "clean versions" of songs, but the live performance was much different.
"She kept swearing and shooting the finger," Rocheleau said. "I think it should have been 18-plus, at least."
Rocheleau went with her mom.
"She had the idea to leave, so obviously she didn't like it," Rocheleau said.
The two left 45 minutes into the show.
Rocheleau estimated the youngest kid in the crowd was "seven or eight."
Rocheleau said she never saw a sign cautioning the audience that the material may be offensive.
Baluyot said the casino "feels [it] gave our audience the appropriate amount of information about the show."