Visa cancellation

Hi friends ,
i have a question regarding visa progress.
i am about to join a new company and my visa is already in progress. but i got an offer from other company, whose paying better than i am supposed to join.
if i request my employer to cancel the visa, will there be any consequences?

thank you

None from LMRA or the Government.  How your employer will react, is something, that no one can tell you.

thank you for the onfo. :)