The performer has a number of convictions in France and Belgium for racist and anti-Semitic remarks is better known by his stage name Dieudonne.
He arrived at Hong Kong airport at 7.30am after performing for two nights in Thailand.
Dieudonne posted a photograph of the refusal document on his Dieudonne Officiel Facebook page.
“Dieudonné and his two eldest sons (including 1 Minor) are blocked at the police department to Hong Kong for over 14 hours by the French Consulate: the son of dieudonné who recently underwent a surgical procedure and who needs care is in a delicate situation because the authorities deny him the visit to a doctor so that the law make it! Dieudonné should play his show: Dieudonné in peace!” the page said.