Kevin Rudd says the detention of Australian senator Nick Xenophon in Malaysia is unacceptable and the federal government's response should be "robust".

The former prime minister says he may disagree with the independent senator "on a whole bunch of things", but the South Australian deserved to have his rights and dignity protected overseas.

Senator Xenophon travelled to Malaysia as the head of an unofficial parliamentary delegation to review the country's electoral system, but was refused entry and deported.

He is expected to arrive in Melbourne around 9.30am on Sunday.

Mr Rudd said Australia was "a good friend" to Malaysia's Prime Minister Najib Tun Razak, but this action warranted a response.