Mr Wong, who became the face of the 2014 Hong Kong street protests, had been hoping to speak to Thai students.
But the 19-year-old was detained on arrival at Suvarnabhumi airport and then flown back to Hong Kong.
He said there had been "no explanation for his detention", but activists attributed the decision to intervention from Beijing.
Mr Wong was at the heart of the mass demonstrations against Beijing that brought parts of Hong Kong to a standstill in late 2014.
