The leader of an Australian outlaw motorcycle gang has been refused entry into Thailand, despite his bail conditions allowing him to leave the country.

Mick Murray, head of the Comancheros bikie gang, flew out of Melbourne on Thursday night after a magistrate granted him permission to do so.

But when the 41-year-old arrived in Thailand hours later, border authorities denied him entry based on his lengthy criminal record.

Mick Murray was forced to return to Australia after being refused entry to Thailand when he arrived there. (9News)

Victorian Liberal Leader Michael O'Brien said bikies shouldn't be given the opportunity to go on holiday when they are on bail. (AAP)

Murray was arrested last December and charged with various fraud offences. With his matter still before the courts, there were concerns he may not return to Australia after having his bail conditions varied.

"We are clearly seeing real problems in our justice system here in Victoria where a bikie not only gets bail, but has it relaxed so he can travel overseas," State Opposition Leader Michael O'Brien told 9News.

Mick Murray's bail conditions were recently varied, allowing him to leave Australia. (9News)