The heavyweight champion was previously been managed by the Irish gang boss.
It is believed the WBC title holder was not allowed into in the country earlier tonight by US immigration officials.
Fury was stopped as he tried to board a flight in the UK.
Last month, Assistant Garda Commissioner John O'Driscoll confirmed more than 600 people with links to the Kinahan leader have been barred from entering the United States by American authorities.
Speaking during a trip to the US, Mr O’Driscoll said sanctions prohibiting travel to the US had been placed on several hundred individuals due to their connections with the Kinahans, including large numbers involved with professional boxing.
“Businesses associated with boxing in particular, and its connections with the US, are of particular focus of the US authorities,”
The list of 600 includes a large number of boxers who are not involved in crime, such as Tyson Fury, but have worked with Daniel Kinahan in his capacity as a promoter or manager.
Fury is the second high-profile former MTK Global graduate to discover at the last minute he would not be allowed on a US flight.
In April, Sky Sports pundit and former friend of Daniel Kinahan, Matthew Macklin, was stopped from travelling to the United States because of his links to the crime boss.
The former world title contender was on his way to Las Vegas this week to cover a upper-featherweight unification fight between Shakur Stevenson and Oscar Valdez.
However, he was not allowed to board his flight at a London airport amid scrutiny from US authorities into those with past or present links to Kinahan.
Sky Sports declined to comment on Macklin being refused entry to the US, but told Sportsmail in a statement: "Matthew Macklin relinquished his interest in MTK in 2017, and has had no commercial dealings with Daniel Kinahan since."
Tyson Fury, who was previously advised by the Dublin born mob boss, also stated that he was not involved with him when asked if they had any business together.
"Zero, absolutely zero,” he exclaimed.
“That’s none of your business and none of anybody else’s business, I don’t think. Is it?” Fury said.
“My business is my business, your business is yours.”
MTK Global, the boxing promotions company founded by Daniel Kinahan in 2012, also ceased operations citing “unprecedented levels of unfair scrutiny and criticism.”
It came just one day after Bob Yalen stepped down as CEO for “personal reasons.”
Legendary promoter Bob Arum previously revealed he had paid millions in consultancy fees to Daniel Kinahan for fights involving Tyson Fury.
Arum recently revealed he had paid Kinahan more than $1 million for each of Fury’s four bouts against Tom Schwarz, Otto Wallin - as well as both of his fights with Deontay Wilder.
Veteran boxing promoter Arum, who founded Top Rank promotion company in Las Vegas, acts as Fury's promoter in the US.
BT Sports have screened Fury's fights in the UK but insist they have no commercial link to Arum or Top Rank.
But now, the company are said to be now doing 'increased due diligence' on previous transactions around the boxer.
Fury and British-based promoter Frank Warren have maintained they had no knowledge or involvement in any payments from Arum to Kinahan and there is no suggestion of wrongdoing by either.