He was held upon arriving at Heathrow and was sent back home within a few hours.
"Any European Union... national refused admission to the UK under immigration regulations will be detained until arrangements have been made for their removal from the UK," an interior ministry spokesman said.
Wilders had previously called Britain's decision "cowardly".
"This is something you expect in Saudi Arabia but not in Britain. I think this cowardly position of Britain is very bad," he said.
Lord Pearson, a peer at the House of Lords, had invited Wilders to show the film.
Fitna is an Arabic word which has numerous meanings including "sedition" and "temptation", and appears in the Quran. The film juxtaposes shots of the 9/11 attacks on the US with quotations from the Quran,
Its screening prompted protests in Pakistan, Iran, Indonesia and Afghanistan, while Ban Ki-moon, the United Nations secretary-general, described the film as "offensively anti-Islamic".
Wilders also sparked outrage over other anti-Islamic comments, including calling for a ban on the Quran and comparing Islam to Nazism.
Last month a court in Amsterdam ruled that he must stand trial for hate speech.