But Mr Donnelley said the exhibition was already proving popular.
"Judging by the thousands of tickets we have sold, I think our position will be vindicated," he said.
Erotica has been operating since 1997, but this is the first time the exhibition will travel outside London.
In a statement, David Mallard, general manager of G-Mex said: "As with any event that could be construed as controversial we have to consider all implications before making a decision.
"Following assurances from the organiser on the age limit and show content - plus the fact that nothing will be visible from the outside to inadvertently cause offence to the general public - we have agreed to the show being held at the venue."
Mr Mallard said anyone wanting to attend the show will have to provide proof of their age.
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