Verah Kachepa and her four children travelled from their home in Weymouth, Dorset, to Heathrow airport after their failed attempt to stay in the country. The Home Office had ruled that they were no longer entitled to be resident in the UK.
But they were unable to board their Kenya Airways flight to Nairobi, to meet a connection to Malawi, after their documents were not produced by immigration officials. Ralf Johnson, a family friend, said the family - already extremely upset - were now "distraught" at their treatment.
He said that on the advice of Dorset South MP Jim Knight they had all set off to return to Weymouth and await further information from the Home Office.
He said: "The family arrived in plenty of time and their treatment smacks of maladministration and incompetence.
"How can the people who make an error like this be capable of making decisions about this family's future."
He said that the family's supporters would be seeking compensation for the wasted costs of transporting them to Heathrow.
The family would also argue once again that their treatment by the Home Office has been inhumane and that this was another reason why they should be allowed to stay.
The family moved to Weymouth to join Mrs Kachepa's husband, a pharmacist, five years ago. He left in July 2001, saying he was homesick and wanted to visit Malawi. He never returned and the family stayed in Weymouth and built their lives.
Natasha, 20, is in the middle of a media course at Weymouth College, Alex, 17, is in his first year of a BTEC computer course at the same college, and the younger children, Anthony, 16, and Upile, 11, were at local schools.
Mrs Kachepa fears that it would be dangerous for her family to return to Malawi because her husband is in a relationship with the powerful niece of a former president.
She also argued that the family should have been allowed to stay in Weymouth because it would be abuse of their human rights to force them to leave the country where they now had settled lives.
Their cause was taken up earlier this year by Conservative candidate Ed Matts who joined a march in support of the family. But he used a doctored version of a photograph taken of him and former Home Office minister Ann Widdecombe in his campaign literature causing a storm and was forced to apologise by his party.