Sydney: Home Affairs Minister Peter Dutton warned Alek Sigley not to return to North Korea on Friday, a day after he was released from detention by Pyongyang under mysterious circumstances.

Sigley, who flew to Tokyo on Thursday to join his Japanese wife, had been studying in the North Korean capital and had been missing since June 25.

Australian student Alek Sigley arrives at the airport in Tokyo on Thursday. Credit:AP

"My advice would be pretty clear, I would stay in Japan. I would go back to South Korea ... I would come back to Australia," Dutton told the Nine network.

"All of those would have to be better options before he returns to North Korea," Dutton said. "I don't think he will put himself back in that situation ... it could have ended up very differently."