A government official revealed yesterday that the Malaysian actress arrived in the country's main city, Yangon, on 22 June and was deported the same day because she was on a blacklist.
Nyan Win, a spokesman for Ms Suu Kyi, confirmed Ms Yeoh was deported but had no other details.
The Luc Besson film, The Lady: Aung San Suu Kyi's Fight for Freedom, is due out later this year. Ms Yeoh has said she hopes it will raise awareness about the Nobel Peace Prize winner's story.
Ms Suu Kyi, 66, spent most of the last two decades detained by the former military junta. She was released last year.
Ms Yeoh visited Burma in December last year and spent time with Ms Suu Kyi ahead of production. It was filmed in neighbouring Thailand.
Ms Yeoh's previous hit films include Crouching Tiger, Hidden Dragon and James Bond film Tomorrow Never Dies.