An Australian arrested in Serbia over a massive cocaine haul claims he went sightseeing in Paris with Australian Federal Police (AFP) officers tasked with bringing him to Australia, court documents show.

Businessman Rohan Arnold, 44, claimed he walked about the French capital unrestrained, took photos of his police escort posing in front of the Eiffel Tower, and was confident he could have escaped if he wanted to, prompting police to look into the claims.

The claims were outlined in court documents, prepared for Thursday's NSW Supreme Court hearing in which he was denied bail.

Mr Arnold, from Jeir in south-eastern New South Wales, was arrested in Serbia in January along with two other men over his alleged involvement in a 1.2 tonne cocaine haul.

He was extradited via Paris in March and has since pleaded not guilty to several drug charges.

Rohan Arnold arrving in Australia after being extradited via Paris. ( Supplied: AFP )

In the documents, Mr Arnold claims that, faced with a seven-hour stopover at Paris's Charles de Gaulle Airport, his police escort accepted advice from a local police officer and took a taxi to the Eiffel Tower.

Mr Arnold claimed one officer raised concerns about leaving the airport, but was told by another "he's fine … no-one needs to know".

The prisoner, who was familiar with the area and had visited before, guided the officers, stopped to eat breakfast at a cafe, and explored the city between the Eiffel Tower and the Champs-Elysees.

Mr Arnold said an AFP credit card was used to pay €190 ($300 AUD) for breakfast for the four officers and Mr Arnold.

A spokeswoman for the AFP said the veracity of Mr Arnold's claims was being assessed.

"The man was escorted at all times by four sworn Australian Federal Police officers," she said.

"It is not appropriate for the AFP to comment on security procedures during extradition processes."

French authorities 'shocked'

At one point, Mr Arnold said an officer suggested getting a photo with his colleagues, and handed over his phone.

Mr Arnold said he remembered being several metres away from the officers, and that it was difficult to take a picture as civilians kept walking between him and his guards.

In another instance, Mr Arnold claimed he was left alone with a single officer for about 15 minutes as they searched a metro station for a toilet.

In the court documents, Mr Arnold said he was confident that had he desired, he would have been able to run from the police and use his familiarity with the area to escape.

According to Mr Arnold, when the group returned to the airport, a French police officer was gobsmacked by their excursion.

"Oh my God he should not have left the airport," Mr Arnold quoted the officer as saying.

Mr Arnold could spend the rest of his life in prison for his part in an alleged crime syndicate which involved importing 1.2 tonnes of cocaine in pre-fabricated steel.