Arash Aria, 25, said Wednesday he had encountered violence and rudeness in the city of Manchester, northwest England, where he has lived for 10 years, and cannot find work.
Officers said a "very angry young man who has been here illegally (for the) last 10 years" handed himself in on Monday.
"Male arrested earlier at our front desk when he demanded to be returned home to Iran as he has had enough of Manchester," the @GMPCityCentre Twitter account added.
It later emerged that Aria had indefinite leave to remain in Britain and he was released without charge. Police added that he "may have to find (his) own way home".
Aria told Wednesday's Daily Telegraph that he wanted to return to the city of Shiraz in southwest Iran, where he has relatives.
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"The people of Manchester have not been welcoming," he said. "It's words, violence, many things."
He added: "I try to be friendly and polite. But they just laugh at me because I am foreign and look at me strangely."
Some Britons joked that they had sympathy for Aria wanting to flee Manchester, which is often the butt of ridicule for its rainy weather.
"10 years in Manchester? Never mind deportation -- give the man a medal!" wrote Twitter user @FPL_simon432, while @tomleavesley added: "We've all been there after the grey skies and sidewards rain that came in today."
Immigration is a highly sensitive political issue in Britain.
Thousands of migrants have flocked to camps in northern France from the Middle East and Africa in the hope of crossing illegally into Britain.
But Prime Minister David Cameron's government has refused to accept quotas for EU countries to accept migrants coming to Europe which were intended to tackle a crisis causing serious tensions in the 28-nation bloc.