The 27-year-old man had travelled to the island earlier in the year from the UK, where he had also illegally resided.
A search warrant was subsequently executed and he was detained last week.
He later claimed asylum and is now at La Moye Prison, where he will continue to be held while Jersey Customs and Immigration Service continue their investigations.
The States say that they will not comment further at this time.
It comes following the news last month that three Iranians had been detained earlier this year after arriving on Jersey shores in a small boat.