The man is a member of the Uighur people in China, a group that has been persecuted by the Chinese government.
Speaking to TT during a press conference on Friday, Adil Hakimjan expressed his disappointment:
"I thought that I would be able to stay. I have clarified my reasons but got rejected."
Hakimjan is to be deported to Albania, where he was originally sent after his incarceration at the US detention camp.
The Uighur people are a Muslim people from north-west China who have been persecuted by the Chinese regime.
Those who fled China for Pakistan were viewed as Taliban sympathizers and sent to Guantanamo Bay.
The men were released when it became clear that they were innocent. However, they were not granted asylum in the United States, although the US does not think they should be sent back to China.
According to the man's lawyer, Sten de Geer, the Migration Board's decision is based on the fact that Hakimjan has a residence permit for Albania, where he does not risk deportation to China.
However, de Geer points out that Albania will not permit the man's family to join him in the country. Hakimjan, 33, has a wife and three children who remain in China.
"This is a larger political question regarding developments in Guantanamo. There are 40-50 prisoners there who are clearly innocent and who may not be sent back to their home countries as they risk torture.
"But no other country wants to take them either, and that is why they remain there. Amongst them are 16 Uighurs", de Geer told TT.
The European Parliament has in fact encouraged EU countries to grant asylum to prisoners of this kind. However, as de Greer says, "Sweden has chosen not to be a leader in this case".
Adil Hakimjan will, supported by de Geer, appeal against the Migration Board's decision.