Anwar said he arrived at Narita International Airport on a personal visit early Sunday and was told by immigration authorities he was barred because of his 1999 conviction for sodomy and corruption.
The controversial conviction, which cast the then-rising political star out of Malaysia's longtime ruling party and into jail for six years, is viewed by many as a frame-up by Anwar's enemies.
"I am puzzled and shocked by the incident," Anwar, 66, told AFP.
"It is not the way for a democratic country to treat an opposition political leader and a veteran politician."
He called on Malaysia's government to "probe this incident and lodge a strong protest against Tokyo."
Anwar said he protested to Japanese immigration officials, saying the 1999 conviction was an invalid reason to refuse his entry and that he visited Japan on three occasions since 2006 without incident.
AFP