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Gazmanov is on the blacklist of people barred from entering the country.
The State Border Guard Service (VSAT) said on Thursday that Gazmanov, who came from Moscow to Vilnius late on Wednesday, had a Schengen visa issued by Italy.
"It turned out that the man, who arrived on a flight from Moscow, is a persona non grata in this country," the service said in a press release.
The 65-year-old singer was allowed to stay overnight in a hotel at Vilnius Airport. He will take a flight back to Moscow on Thursday morning, it said.
Blacklisted for propaganda
Gazmanov has been blacklisted by Lithuania's authorities due to propaganda supporting Russia's aggression in Ukraine, Lithuanian Foreign Minister Linas Linkevičius has said.
"In general terms, I can say that this is because of aggressive propaganda in connection to Russia's aggressive actions in neighbouring countries," he told BNS.
Linkevičius said that data protection requirements prevented him from providing more detailed information about the ban.
Linkevičius has noted that Lithuanian border guards have this year denied entry to over 2,700 people because of various reasons.
The Russian embassy in Vilnius said that their reaction to the incident was negative.
"We take a negative view, because he is our citizen, but we do not know the specific reasons why this was done. He did not contact us," Nadezhda Manzhina, the embassy's spokeswoman, told BNS.
She said that Russia was not considering making a diplomatic protest over Lithuania's denial of entry to Gazmanov.
Linkevičius said that Lithuania respected freedom of speech, but it would not tolerate war propaganda.
"We respect freedom of speech, but there are certain lines that should not be crossed when it comes to violence, aggression and worship of war," he said.
The Lithuanian Foreign Ministry said in December 2013 that Gazmanov incited discord and showed disrespect for Lithuania's history when he performed a song glorifying the Soviet Union at a concert in Vilnius.
"A breach of international law, the occupation of states and broken lives of people cannot be justified by any internationalist slogans," the ministry then said in a statement.
The song he performed in Vilnius was called "Made in the USSR" and contained the following lyrics: "Ukraine and Crimea, Belarus and Moldova – this is my country! Sakhalin, Kamchatka, the Ural Mountains – this is my country! The Krasnodar region, Siberia and Volga region, Kazakhstan, Caucasus and the Baltic states... I was born in the Soviet Union, made in the USSR!"
After the Soviet Union occupied Lithuania in 1940, more than 275,000 people were sent to forced labor camps and deported from Lithuania and over 20,000 participants of the anti-Soviet resistance movement and their supporters lost their lives.
Gazmanov said on social media that that it was only at Vilnius Airport that he learned about being blacklisted by Lithuania.
"I'm in Lithuania, in Vilnius Airport. Despite my Schengen visa, which removes all borders within the Schengen area according to EU law, I'm not allowed the leave the airport. It turns out that there's a secret list of people from Russia who are unwelcome in Lithuania," the singer said.
"They say that the lists can't be obtained in advance and no notifications are sent. They give no reasons either, so that a Russian citizen could learn about his status only at the airport on arrival," Gazmanov said.
"This is the meanest system," he added.
Neighboring Latvia blacklisted Gazmanov in 2014, saying that the singer had contributed through his words and actions "to the undermining of Ukraine's sovereignty and territorial integrity".
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