Australian senator Nick Xenophon is looking at the possibility of contesting his prohibition from entering Malaysia by the Malaysian government.

In an interview with KiniTV via Skype, today, the outspoken independant MP said he is getting legal advice on the matter.

"At this stage, I am definitely banned from ever coming to Malaysia, which is particularly upsetting because Malaysia is a country which I have enormous regards for, for the nation, for the people, and I don’t understand this,” he said during the interview.

"I am not anti-Malaysia. To say that I am is really offensive,"  Xenophon said, further denying ever saying anything to humiliate the country.

Instead, he pointed out he was only critical of the nation's electoral process "on the invitation of Bersih as a key civil society organisation" and based on findings of an international observer group, of which he was a part of, in Kuala Lumpur last year.

He had earlier told KiniTV that he finds the concept of him being regarded as a security risk to the country as "laughable".

Xenophon was detained upon arrival at the Low Cost Carrier Terminal (LCCT) at 6.30am on last Saturday, and later deported, as his name is found to be on the Immigration Department's blacklist as a “prohibited immigrant”.

VIDEO|9.05 mins

The interview was conducted by KiniTV journalist Sumisha Naidu

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So who made the decision to deport Xenophon?