"We were warned this morning that Macedonian authorities would no longer let Afghans pass," a Greek police official told AFP, adding that Macedonia justified its move by claiming that Serbia had made a similar decision.
The development came after Austria on Friday introduced a daily limit on asylum seekers entering and registering in the country, triggering EU fears of a domino effect along the so-called Balkan migrant route.
Today, Afghans seeking to enter into Macedonia through the Idomeni border crossing were pushed back, while only Syrians and Iraqis were allowed through.
"Greece condemns any unilateral action" on the management of the migrant crisis, the source added.
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According to the UN refugee agency's representative Alexander Voulgaris, some 200 Afghans were being prevented from continuing their onward journeys.
Since November, countries on the Balkan route have allowed only Syrians, Iraqis and Afghans to continue their journey up towards Germany, Sweden and other European nations where they plan to apply for asylum.
People from other countries, who were deemed economic migrants, have been pushed back, triggering human bottlenecks and leaving humanitarian organisations struggling to distribute aid.
"Iraqis and Syrians are crossing, but not us, why? Aren't we also human beings?" said Afghan migrant Sayed Wahab Sadat, a 26-year-old mechanic.
"I want to go to Germany to live and work in safety, where I come from my life is in danger," he said.
"We will stay here as long as it takes," said fellow Afghan Edriss, 30, adding that he too wanted to reach Germany.
"Macedonia started with this selection Sunday morning after seeing that Afghan migrants could not leave the country," Rexhepi told AFP by phone.
While Serbia's Immigration Minister Aleksandar Vulin denied there were any border closures, he implicitly admitted Afghans now faced a new obstacle by blaming neighbouring Slovenia and Austria.