Video: Nick Xenophon speaks to the media in Melbourne (ABC News)

Federal independent senator Nick Xenophon has arrived back in Australia after being deported from Malaysia.

Senator Xenophon was taken into custody at Kuala Lumpur airport yesterday, and told he was banned from entering the country because he had been deemed a security threat.

Senator Xenophon, who is outspoken on human rights issues in Malaysia, boarded a flight home early this morning.

He arrived in Melbourne about 9.20am (AEDT), and told a media conference he was relieved to be home.

He said he planned to frame his deportation notice, and it would take "pride of place" in his office.

"I think [my family] are used to me getting in trouble, but nothing quite like this," he said.

"But I assured them I was in good hands, that the High Commissioner and his staff were simply outstanding in the support they gave me. I'm very grateful for that."

Senator Xenophon said he was "gobsmacked" when he was "taken away" and detained for nine hours.

I think [my family] are used to me getting in trouble, but nothing quite like this.

Nick Xenophon

"I was told that I was being deported under a certain section of the immigration act which basically relates to being a security risk," he said.

"But it seems the only risk I am is to embarrassing the Malaysian government because of my advocacy for clean elections in Malaysia."

Senator Xenophon says his lawyers believe the order came from the top.

"Their understanding is that this came from a level probably from the PM's office. That's speculation, but that's for the PM's office to confirm or deny," he said..

The South Australian senator had been about to join a delegation which had meetings planned with Malaysian opposition members and officials from the electoral commission ahead of this year's national election.

Instead he was detained, in a move Foreign Minister Bob Carr described as sad and disappointing.

Senator Carr says he has spoken to Dato Sri Anifah HJ Aman, his counterpart in Malaysia, and expressed his disappointment over the incident.

"He said Malaysia took strong objection to foreigners interfering in their election campaign. He said Malaysia's democracy did not appreciate this interference from a politician outside the country," Senator Carr said.

Former prime minister Kevin Rudd said the detainment was unacceptable and Australia should be robust in its response.

"We are robust about our democracy and therefore we should be robust in our response," he said.

"He's an elected member of the Australian Parliament and should be treated with the appropriate respect."

Former Greens leader Bob Brown said the deportation showed how close Malaysia was to a police state.

"We need more people from outside going to countries like Malaysia, which masquerade under the name of democracy, but lock up anybody who the government doesn't like," he said.

Video: Carr to seek explanation for Xenophon deportation (ABC News)

Senator Xenophon hopes the incident will put pressure on Malaysia, but does not think it will damage relations.

"Australia and Malaysia are the greatest of friends," he said.

"This shouldn't affect the relationship but I think if the Malaysian government thought that they were doing the smart thing, I think it spectacularly backfired on them.

"This was going to be a low-key visit ... none of you would have heard about.

"But if it means more Australians in the region are aware of how dire and critical the state of Malaysian democracy is and how Malaysian democracy is at the crossroads, then that unambiguously is a good thing."

He said he did not know how long he would be classified as a security threat.

"I've been told I'm now on a watch list, which is fairly ominous, and that I am on a do not enter list for an indefinite period," he said.

"I don't know how many years or decades it will be before I can set foot in the Malaysian airport."

Video: Xenophon says he's been put on Malaysia's watch list (7pm TV News NSW)

Nationals Senator John Williams, Labor MP Steve Georganas, and Liberal MP Mal Washer were also part of the delegation with Senator Xenophon, but have now pulled out.

Malaysia's director-general of immigration, Alias Ahmad, said Senator Xenophon had been denied entry for breaking the law on a previous visit.

Mr Ahmad said in a government statement that "Malaysia is a free and democratic country, but no-one is above the law".

The Senator was invited to Malaysia on a fact-finding mission last year by opposition leader Anwar Ibrahim.

During his stay he observed one of the country's biggest street demonstrations for electoral reform in decades.

He later criticised the government's handling of the rally and what he described as biased coverage by state media.

Mr Ibrahim has criticised the decision to deport Senator Xenophon.

"This reflects the desperation of the authorities, the ruling government, to silence critics and not to allow the international community to observe the ... fraudulent process of the election," he said.

But international relations expert Amrita Malhi said it was not surprising that Malaysia saw Senator Xenophon as a risk to its electoral security and autonomy.

She said Malaysia - once colonised by outsiders - was particularly sensitive towards foreign involvement.

"It makes it possible, I guess, for the government to argue to a certain constituency, 'we're protecting our autonomy and sovereignty by deporting this meddling foreigner', so I think that's probably how it's meant to play," she said.

But the president of the Malaysian Bar Council, Lee Chee Wee, says there is no reason why the senator should have been deported.

He described it as a senseless and stupid act.

"I think the prime minister, who has high aspirations that Malaysia's a modern democracy, must realise that aspiration must be followed by action," he said.

Senator Xenophon was also a part of an observer group that published a report on the Malaysian electoral system last April.

He is currently pursuing a defamation case against government-backed media in Malaysia that misattributed a speech he gave on Scientology to the word of Islam.

Video: Malaysia expert Clive Kessler discusses Nick Xenophon's deportation (ABC News)

Xenophon home after Malaysia deportation - ABC News (Australian Broadcasting Corporation)