Members of the Australian metalcore band I Killed The Prom Queen were in a Malaysian immigration lock-up on Monday after being detained for performing at the weekend without a permit, an official said.

Immigration Department Director General Mustafa Ibrahim said he hoped to quickly deport the five-member group, which was in the country as part of a Southeast Asian tour.

"Members of the band from Australia were arrested for performing without a valid permit," Mustafa told AFP.

"I want to release them as soon as possible and send them back home. I do not want the news of their arrest to go viral."

Guitarist Jona Weinhofen tweeted on Sunday that the band had been detained late the night before by immigration officials, some of whom asked for their autographs.

"Weirdest part is some of the immigration officers asked us to autograph stuff & one is wearing a prom queen shirt. Still locking us up tho," he tweeted.

He also made an apparent reference to the Paris terrorist attacks, in which scores of people were killed at a concert hall where Eagles of Death Metal, a US rock band, were performing.

"Things could definitely be worse and our situation pales to other recent events," he tweeted, adding that he and his bandmates were being treated well.

The band had been scheduled to perform its next gig in Indonesia on Sunday.

Mustafa said he was awaiting a briefing on the case and was unsure when the group may be deported.

Metalcore is a fusion of hardcore punk and heavy metal.

The group features prominently on the Australian live music scene and has toured the United States and Japan.

Foreign musical acts deemed to offend Islamic sensibilities regularly run into difficulties in Muslim-majority Malaysia.

In 2013, authorities pulled the plug on a planned concert by US heavy metal group Lamb of God after Islamic authorities declared its music religiously offensive.

Music superstar Beyonce has twice cancelled shows in Malaysia in recent years amid criticism of her sexy image.

American R&B singer Erykah Badu had a concert cancelled by authorities in 2012 after a photo appeared showing her with the Arabic word for "Allah" painted on her body.