"I was surprised that I was banned from leaving the brotherly nation of the United Arab Emirates, for reasons I do not understand," Shafiq said in a video message sent to AFP.
"I was intending to carry out a tour among the Egyptian diaspora before returning to my country in the next few days," said the former prime minister.
Shafiq's candidacy would see him stand against President Abdel Fattah al-Sisi in 2018.
But he promised Egyptians he would not back down from his pledge to take part in the presidential election.
Shafiq, who was placed on trial in absentia on corruption charges after narrowly losing the 2012 election to former Islamist president Mohamed Morsi, has emerged as a critic and possible contender to Sisi in the past two years.
The former prime minister was acquitted, and his lawyer had said he would be free to return, but it is thought that he fears another case might be brought against him.