Ms Sturgeon told MSPs during First Minister’s Questions that she was seeking an “urgent clarification” on the case.
She said: “It is very worrying that no one has heard from him in the two weeks since he left the UK. On 10 June, the Minister for Europe and International Development wrote to the Home Secretary seeking urgent clarification of Mr Ali’s situation and assurances about his safety. To date, no reply has been received and I now intend to write to the Prime Minister.”
Mr Ali had accused the Pakistani authorities of killing his uncle and cousin and abducting his brother.
He first claimed asylum in the UK in 2011, claiming his brother was the victim of an enforced “disappearance”.
The National Union of Students said the Home Office’s handling of the case had been “reprehensible”.
President-elect Vonnie Sandlan said: “All the available evidence pointed to the serious danger Majid faced if he was forcibly returned to Pakistan, and there’s a very real worry that those fears have now been realised.”