He had planned to visit Britain to lend his support to footballer Nicolas Anelka in his disciplinary hearing over the use of the "quenelle" gesture in a December match.
"We can confirm that Mr Dieudonné is subject to an exclusion order. The Home Secretary will seek to exclude an individual from the UK if she considers that there is a public policy or public security reasons to do so" said a Home Office spokesperson.
Dieudonné is accused of promoting anti-Semitism and has a string of convictions in France for hate speech.
British media reported that he planned to hold a press conference in support of his friend Anelka.
The French international was charged by the Football Association, after he made the "quenelle" gesture, invented by Dieudonné and interpreted by many as an anti-Semitic inverted Nazi salute. Anelka denies the charge, saying that he is neither anti-Semitic nor racist.
Dieudonné is currently on tour in Switzerland. The Swiss city of Nyon intends to record the performance to monitor for any hate speech or gesture.
Dieudonné's "Le Mur" performance was banned in many cities in France in January following the intervention of Interior Minister Manuel Valls. He dropped the show and is currently on stage with a new show entitled "Asu Zoa".