BBC NEWS | UK | Cat Stevens 'shock' at US refusal
Mr Islam told reporters at Heathrow it had been a terrible ordeal
Arriving back in London on Thursday, Mr Islam said the decision to deny him entry on national security grounds was "crazy" and he wants an explanation.
He was travelling to Washington when his flight was diverted to Maine and he was escorted off the plane.
Mr Islam was detained by the FBI on Tuesday and told to leave the country.
Addressing the assembled media at Heathrow Airport, he said: "Half of me wants to smile, half of me wants to growl.
"It's crazy and everybody knows me from my charitable work and now there has to be explanations, but I'm glad to be home."
The former singer also expressed his intention to consult his lawyers over the situation, saying: "The whole thing was a terrible ordeal - I'm very tired."
Action was taken against the musician, who converted to Islam and changed his name to Yusuf Islam in the 1970s, after US officials realised he was on a security "watch list".
As singer Cat Stevens he had a string of hits in the 1960s and 1970s, including Wild World and Morning Has Broken.
He abandoned his music career and his name in the late 1970s.
Mr Islam said: "Everybody knows who I am. I am no secret figure."
Diplomatic row
His detention and return to Britain sparked a protest to the US government by Foreign Secretary Jack Straw.
On Wednesday Mr Straw told US Secretary of State Colin Powell that the action "should not have been taken".
The Department of Homeland Security said Mr Islam was put on the watch list "because of concerns about activities that could potentially be related to terrorism".
A spokesman said: "The intelligence community has come into possession of additional information that raises concerns about him."
Describing his time in FBI detention, Mr Islam said: "I wasn't handcuffed or anything like that - they actually treated me very well.
Muslim criticism
"The one positive thing I can say is that a lot of security officers are pleased because they got my autograph."
Muslim groups in Britain and the United States have criticised the decision, saying Mr Islam is a man of peace.
The refusal to allow him into the US was described by the Muslim Council of Britain as a "slap in the face of sanity".
The former singer said he had not been questioned by British police on his arrival.
He has spoken out against the Russian school massacre and the 11 September terror attacks.
After 11 September, Mr Islam said: "No right-thinking follower of Islam could possibly condone such an action."
He also set up a charity raising money for orphans and families afflicted by war in areas such as Kosovo, Bosnia, and Iraq.
However, his dramatic change of lifestyle has not been without controversy.
In the late 1980s he shocked many of his former fans by supporting the fatwa ordered by the Ayatollah Khomeini against Salman Rushdie, which led to the author being put under a death sentence by the Iranian government.
And in 2000 he was deported from Israel over allegations that he backed the militant Islamic group Hamas.