"We can confirm that Mr Dieudonne is subject to an exclusion order," a Home Office spokeswoman said in a statement.
"The home secretary will seek to exclude an individual from the UK if she considers that there are public policy or public security reasons to do so."
British media reported last week that Dieudonne was planning to perform a show in Britain and hold a press conference in support of his friend, French international Anelka.
Anelka has been charged by the Football Association, the sport's governing body in England, after he made the "quenelle" gesture, which was popularised by Dieudonne and is described by critics as anti-Semitic.
The West Bromwich Albion striker made the gesture during a goal celebration after scoring against West Ham during an English Premier League match on December 28.
Anelka denies the charge, saying he is neither anti-Semitic nor racist.