Malaysia has set a bad precedent by being the first country out of China to bar an Umbrella Revolution activist, said Joshua Wong who was deported by Malaysia immigration on Tuesday.

He said he had only expected China to ban him, following the Occupy Hong Kong movement which fought for genuine and free general elections in Hong Kong, he said.

"If my memory did not fail me, this is the first ever country which has nothing to do with the Umbrella campaign, that has banned a Hong Kong student activist," the 18-year-old said in a statement on Facebook.

Wong was originally scheduled to speak in Penang, Perak, Johor and Selangor and Kuala Lumpur from May 26 to May 30 as part of a series of events commemorating 26th anniversary of China's Tiananmen Square Massacre.

Dubbed 'Remembering Tiananmen Massacre', the event will see Leung Kwok-hung, a legislator from Hong Kong, being scheduled to speak together with Wong in Kuala Lumpur this Friday.

"I came to Malaysia to share my experience with the local ethnic Chinese, and not (instigate the people to rise up) for a revolution.

"I am not even fighting a free general election in your territory, why should you resort to such excessive measures to kick me out?" he asked.

HK respects Malaysia's decision

The Tiananmen massacre happened in 1989 had nothing to do with the Malaysia government, and it will not impact its rule, he said.

"If one were to say that the Malaysian government has done things which disregard procedure and is regretful, outrageous and despicable, I would totally agree," he said.

The activist had arrived on Dragonair Flight KA633 at Penang International Airport at 11.55am on Tuesday and escorted onto flight KA634 which departed to Hong Kong at 12.55pm.

He said he was forced to take the 12.55pm flight, as he did not want to spend the night in detention to wait for the next flight.

The Malaysian Immigration Department said Wong (photo) in on the list of indivduals barred from Malaysia while police said the ban is to safeguard ties with Beijing.

The Hong Kong government, particularly the Security Bureau and Immigration Department has an obligation to respond, Wong said.

However, the Government of the Hong Kong Special Administrative Region said it had nothing to do with Wong's deportation.

It says it respects Malaysia’s decision and would not interfere.

"The special administrative region does not blacklist its' activist, and does not submit a blacklist to other countries," the Security Bureau said.

"The government is always concerned about the right of its citizens whenever they are abroad (but) immigrants abroad will go through vetting and approval process, in accordance to the (foreign countries’) laws and current situation."