Members of the Australian rock band I Killed The Prom Queen were not deported from Malaysia, a band member has clarified.

"A lot of press reporting that we were deported. For the record, we were released with no action taken upon us and apologised to by the Immigration DG," guitarist Jona Wienhofen tweeted late yesterday.

Wire news service AFP earlier reported that the band members were arrested for performing in Kuala Lumpur without a permit on Saturday night, and that the Immigration Department was keen to quickly deport them.

“Members of the band from Australia were arrested for performing without a valid permit," Immigration Department director-general Mustafa Ibrahim told AFP.

“I want to release them as soon as possible and send them back home. I do not want the news of their arrest to go viral.”

Weinhofen said they were "treated horribly" although the department admitted that the "fault was with the promoters".

"Weirdest part was some of Immigration officers asked us to autograph stuff and one is wearing a Prom Queen T-shirt. Still locking us up though," he tweeted.

"Sorry Malaysia but after this horrible experience, I don't think we will return in a hurry."

Weinhofen said that the five-member band, who were on their Southeast Asian tour, were given food and water and that the situation could have been worse.

A concert by American rock band Eagles of Death Metal in Paris was disrupted last Friday night when gunmen attacked the venue and killed about 100 people, in part of an unprecedented and coordinated terrorist attack on several venues in the French capital.