Marius Youbi, a 30-year-old engineering student, flew home to Cameroon on January 7 under an expulsion order requiring him to leave Denmark by January 8.
The Scandinavian country has some of Europe's strictest immigration policies, and has repeatedly tightened its regulations in recent months to deter foreigners from seeking a new life in the country.
Working part-time as a cleaner to help pay for his studies, Youbi was found to have occasionally exceeded the 15 hours he was allowed to work per week.
The school's rector sent a letter to the immigration service's Agency for Recruitment and Integration on December 23 asking it to reconsider its decision, but the letter was not answered, Cornell said.
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"Marius Youbi is one of the most talented students we have... The agency is able to reverse its decision and to not do so would be unfortunate," rector Brian Bech Nielsen wrote in the letter, a copy of which was sent to AFP.
"The country's laws should of course be respected, but the 'punishment' does not meet the 'crime' in this case," he wrote.
A spokesman for the Danish agency, Jesper Wodschow Larsen, told AFP the decision "was taken in line with the rules in place."
Youbi, who was studying towards a bachelor's degree in engineering, still needs to write his thesis and do an internship with a Danish company in order to earn his degree, Cornell said.
Speaking to Danish Radio just before his departure, Youbi said he was "sad and disappointed, my work is wasted."
"I built up something here in Denmark. I've made many friends here, I have family here that I'm leaving behind. It's hard to say goodbye to so much."
Youbi said he was still hopeful he could return to Denmark to resume his studies.
"I hope I'll be able to come back... First I'm going to go home and wait. Then I'll hope for the best," he said.