Senator Xenophon told reporters at Melbourne airport on Sunday he was ‘‘very relieved’’ to be back on home soil but that he was ‘‘still scratching my head’’ about why he was kicked out of Malaysia.

‘‘If the Malaysian government thought that they were doing the smart thing, I think it spectacularly backfired on them,’’ he said, pointing out that he was planning a low-key visit with minimal media.

On Saturday the South Australian senator was detained after being told at Kuala Lumpur airport that there was a technical glitch with his passport and then escorted to an area of holding cells.

He was due to visit the country with a delegation of Australian MPs, including Liberal MP Mal Washer and Labor MP Steve Georganas, who have since cancelled the visit.

They were scheduled to meet with Opposition Leader Anwar Ibrahim, as well as Malaysia's minister in charge of parliamentary affairs, Mohammed Nazri, and members of the group Bersih, a coalition campaigning for fair elections.

Senator Xenophon said he was ‘‘quite gobsmacked’’ when he was taken away after he entered passport control. He said was told he was being deported under a section of the Malaysian immigration act which relates to security risks.

‘‘My information is this that order was made at the highest levels of the Malaysian government, which is quite surprising,’’ he said.

Senator Xenophon said it seemed the only risk he posed was ‘‘embarrassing the Malaysian government because of my advocacy for clean elections in Malaysia.’’

The senator has raised concerns about the upcoming elections in Malaysia, including issues around gerrymandering.

Senator Xenophon said he was now on a watch list and a ‘‘do not enter’’ list for an indefinite period.

‘‘So I don’t know how many years or decades it will be before I am allowed to set foot on Malaysian soil, which is a great pity,’’ he said.

‘‘I’m still scratching my head as to what they though was in it for them.’’

The senator said he planned to frame his deportation certificate and hang it in his office at Parliament House.

Foreign Minister Bob Carr said Australia had raised concerns with the Malaysian government about Senator Xenophon's detention.

‘‘Senator Xenophon's detention is a surprising and disappointing act from a country with which Australia routinely maintains strong diplomatic relations,’’ Senator Carr said on Saturday.

Senator Carr said Australia’s high commissioner in Kuala Lumpur, who had made direct contact with Senator Xenophon, was ‘‘seeking an explanation from Malaysian authorities regarding the reasons for this detention’’.

Prime Minister Julia Gillard said she was "surprised and disappointed" to see the treatment of Senator Xenophon in Malaysia.

"We made immediate and strenuous representations on his behalf," she told reporters in Melbourne on Sunday.

"Clearly we didn't succeed in getting the agreement of the Malaysian government for him to remain in Malaysia."

"I'm glad that he is back safe and well but we will continue to pursue this issue with the Malaysian government."

Former foreign minister Kevin Rudd said the detention of the senator was unacceptable and the federal government’s response should be ‘‘robust’’.

Mr Rudd told Sky News he may disagree with the independent senator ‘‘on a whole bunch of things’’, but the South Australian deserved to have his rights and dignity protected overseas.

With Lindsay Murdoch, Natalie O'Brien, AAP