"The person flew in from Moscow and was explained the situation. It turned out that the person's visa was invalid," Rokas Pukinsksa, spokesman for the State Border Guard Service, told BNS.
Shatilova arrived in Vilnius on Friday and returned to Moscow several hours later.
"On the same day, the person left for Moscow. It's not deportation. It's refusal to let the person enter Lithuania's territory," the SBGS representative said, adding that the visa had been issued and withdrawn not by Lithuania.
Based on Russian media reports, Shatilova's Schengen visa, issued last year, was cancelled by Latvia.
Over 6,000 people were barred from entering Lithuania last year.