He told The Associated Press that immigration agents initially stamped his passport and let him through, but that he was stopped again before he was able to exit customs. He soon found himself in a room with other deportees.
The club said in an emailed statement that airport authorities cited "security reasons" in denying him entry. Buchholz said airport workers told him officials were concerned he could be a practitioner of black magic, though authorities did not say so directly.
"I got never an official answer," he said. "They are friendly but nobody answers your questions."
In addition to his body art and faux horns, Buchholz has a record 453 piercings, many of them on his face and genitals, according to Guinness World Records.
Airport and immigration officials referred questions to the police, who could not be reached for comment.
Buchholz, an information technology professional from Dortmund, Germany, had been scheduled to appear at the Cirque le Soir nightclub in Dubai's Fairmont Hotel on Friday.
The club opened in 2011 and promises a little bit of everything: "Stilt walkers, midgets, contortionists, tattooed dancers, jugglers, drummers ... magicians and fire eaters," according to its website.
Alcohol flows freely in Dubai bars and clubs, which are typically attached to hotels, and revelers dress just as chicly and skimpily as they would in the West.
But while Dubai is far more laid-back than nearby Saudi Arabia or Qatar, traditional Islamic values remain strong, particularly among members of the local population who are far outnumbered by foreign residents.
Actions deemed insulting to local values, including public displays of affection, public intoxication and disrespect for religion, can lead to fines and jail time.
Jad Lahoud, the executive director of Pragma Lifestyle, the company that runs the Dubai branch of the club, said it was "a shame that Rolf couldn't join us this time."
"Cirque le Soir Dubai always strives to bring unique entertainment and concepts to the UAE, however we will always act in line with the laws that govern this nation," he added in an emailed statement.
Buchholz tweeted shortly after he was ordered to leave that he would never come back to Dubai.
But by Sunday, he seemed to be reconsidering. He said he would be happy to return if he had government assurance he'd be let in — though he conceded that might yet be a long shot.
"I have two horns. I think that was also a problem for me in Dubai," he said.
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