The former heavyweight champion was to travel to Auckland in November before authorities on Wednesday denied him entry. Tyson had been hoping to perform his one-man show called "Mike Tyson: Undisputed Truth."
"I just wanted to go down there and just have a show," Tyson said. "Unfortunately that had to happen. It's one of those things in life that happens. It's life on life's terms and everyone has to deal with that and those uncertainties."
Tyson had wanted to meet New Zealand's indigenous Maori people, the inspiration for his prominent facial tattoo.
"The people wanted me to come," he said. "If it was a fair organization, a fair fight I would be there but I got vetoed by the higher power."
Tyson served three years in prison after the 1991 rape of an 18-year-old woman in an Indianapolis hotel room. He said Saturday, while in London to launch new boxing gear, that the negative experiences in his life have shaped his character.
"Anything that I would have got away from — being in prison, having fights, biting (Evander) Holyfield, lack of that — my life would be miserable," Tyson said.