Earlier, Israel and Egypt had reached a deal to allow him to return but there was confusion over when this might be as under an international agreement the border crossing can open only in the presence of monitors.
Haniya had told a Hamas radio station: "We are awaiting the return of the Europeans [border monitors] so that we can cross tonight. Soon I will be with you.'
But a spokesman for the monitors said they would not return to the Rafah border terminal until Friday.
"We will not be going back, not today," Maria Telleria, spokeswoman for the monitors, said on Thursday.
An Israeli source had earlier said that Amir Peretz, the Israeli defence minister, had ordered the closure because Haniya was carrying millions of dollars donated by Iran.
The prime minister had been on a two-week tour of the Middle East to raise money for the Hamas government.
A Palestinian source told the AFP news agency that
|"This will reinforce the Palestinian conviction that Israel remains an occupying power in the Gaza Strip" |
the money will now be deposited in an Egyptian bank which will transfer it to a Palestinian Authority account.
Earlier hundreds of Hamas supporters waving the group's green flags had gathered at the Rafah terminal to welcome Haniya's return.
After hearing of the closure some of them took control of the border terminal, sparking a gunbattle with the guards.
Others used explosives to blow a gap in the concrete wall dividing Gaza and Egypt.
The crossing is the only way in or out of the Gaza Strip that does not involve travelling through Israel.
Nour Odeh, Al Jazeera's Gaza correspondent, said: "This will reinforce the Palestinian conviction that Israel remains an occupying power in the Gaza Strip." Aid assurances
Haniya received assurances of up to $350m in aid for next year during his regional trip, which included visits to Qatar, Iran and Sudan.
The Hamas-led government has needed to secure funds this way because of an economic blockade by Western nations, the refusal of the Israeli government to hand over revenue it collects on the Palestinians' behalf and its blocks on the movement of goods and people, which have devastated the Palestinian economy.
Haniya had "moved up his return because of the situation in the Palestinian territories", Ahmad Yussef, a senior Hamas official told AFP.
Hamas and Fatah have blamed each other for a series of killings in the Palestinian Territories, the most prominent of which was the shooting of the three young sons of a senior Fatah loyalist on Monday.
That attack was followed by the murder of a prominent Hamas member on his way to work in the southern town of Khan Yunis on Wednesday.