Spandy Andy's "Sexy Beach Party in my Sparkly Speedo" video has more than five million hits on YouTube.
He says he was refused entry to Russia when he asked for a visa at that country's embassy in Australia.
The Red Deer man says his U.S. girlfriend went with him and was also turned down.
Andy says he was never given an official reason, but staff seemed quite concerned that he didn't have a ticket to the Games and that he wasn't an Australian resident.
He says he just wanted to perform in Sochi and is disappointed he won't get the chance.Story continues below slideshow
He's gone so far as to officially change his name to Spandy Andy on his birth certificate.
Andy says he felt awkward as he was given the third-degree by officials.
"I was in the Russian embassy and I just have this big man talking over me saying, 'No, no, no. Where's your ticket to the Games? Where's your Australian residency? Why are you doing this?'" he told Red Deer radio station CKGY.
"Now I can't go fulfil the dream I had of performing there."