Stone said she was detained for one night and was deported the following morning in the Middle East, the last nation on her "Total World Tour".
"Our last country on the list was Iran," wrote Stone on Wednesday on Instagram along with a short video. "We were aware that it could not be a public concert that I am a woman and it is illegal in the country. Personally, I do not want to go to an Iranian prison or do I try to change the politics in the countries I visit Norwegian I want to put other people in go, "she added.
"However, it seems to be the authority's [sic] Don't think we wouldn't play a public show so they've popped us on what they call the "black list" we found out when we got to the immigration hall.
"After lengthy discussions with the most friendly charming and welcoming immigrant groups, it was decided to stay for the night and expel us in the morning," Stone continued. "Of course I was gutted. So close to that, this moment broke a little bit of my heart."
Sten began her mammoth tour in Morocco in March 2014. Since then, she has visited 199 countries, including North Korea, according to her social media. Her last three shows were in Saudi Arabia, Libya and Yemen.
It is unclear exactly what Stone planned to do in Iran. She said she had declared her "mission" for immigration officers: "to feel good about what I have to give and show those who want to see, the positive of the world".
The singer continued: "I still have to move forward towards that goal, anyway, how. And of course music is my driver. It doesn't mean we have to slow down (sic) any laws but. There is music everywhere. just play with it (sic) rules and they must believe we will. "
In her Wednesday post, Stone praised "the most friendly charming and welcoming immigrant man" in Iran, whom she said was apologetic for the decision to balance her and her companions.
"We were the ones who should have apologized for not having our proper paperwork," she added.
CNN has tried to contact Iranian authorities for comment.