An Angolan Catholic bishop and 50 African pilgrims heading for Australia have discovered too late that Adelaide is not a suburb of Sydney.

Angolan Bishop Almeida Kanda, five priests and the pilgrims are heading to Adelaide for Days in the Diocese, a series of events held across the nation in the lead-up to World Youth Day in Sydney.

They have each paid $3800 to fly to Sydney, believing their onward journey to Adelaide would be a formality.