The 23-year-old was not arrested and arrangements were being made to board a flight to Thailand, the department said in a statement.
Nawit Itsaragrisil, the founder of Thailand’s Miss Grand International pageant, who represents Han Lay, said she had been in the transit area of a Bangkok airport since Wednesday afternoon.
He said Lay was stopped on arrival because he was the subject of an Interpol notice.
“He doesn’t want to go anywhere else. He wants to live in Thailand,” he told Reuters. “He is waiting for a solution that can be in Thailand.”
Myanmar has been in crisis since a coup in February last year saw the military crack down on protests with deadly force and lead to thousands of arrests.
A spokesman for the Myanmar government’s military council could not be reached for comment. Interpol did not immediately respond to a request for comment on whether Han Lay was the subject of an Interpol notice.
Han Lay was a Miss Grand International contestant when videos of her fighting back tears on stage as she spoke about the bloodshed in Myanmar, a day in which more than 140 protesters were killed, went viral on social media.
In an interview with Reuters last year, he said his people will “never give up”.
Han Lay’s Instagram posts indicate that he has spent most of the past year in Thailand. He was flying back to the country from Vietnam when he was denied entry.
Additional reporting by CNN’s Heather Chen.