Pakistan wicketkeeper Zulqarnain Haider has arrived in England after mysteriously disappearing hours before the fifth and final One-day International against South Africa in Dubai.

"I have come here on my own expenses on a one month visa. I will be staying at a hotel on my own expenses," Zulqarnain told Geo news after spending nearly four hours with immigration authorities at Heathrow Airport.

"I will speak in detail on the reasons for my decision to leave Dubai and come to London later on," he said without elaborating any further.

Earlier, Pakistan's team management said the keeper was last seen at the team's hotel in Dubai early in the morning.

The Pakistan Cricket Board (PCB) said Zulqarnain had not informed them he was planning to leave the hotel nor had he told them the reason for his sudden decision.

"A full inquiry will be held into the circumstances surrounding this incident and no further comment will be made until the facts are known," the PCB said in a statement.

In a message on his Facebook account, Zulqarnain appeared to suggest he was worried about his personal safety after receiving threats.

"Leaving Pakistan cricket because get bad messages for lose the match in last game," he wrote.

Pakistan officials reported Zulqarnain's disappearance to the International Cricket Council's Anti-Corruption and Security unit, as well as local police.

The 24-year-old scored an unbeaten 19 and hit the winning runs as Pakistan levelled the five-match series 2-2 in the fourth One-dayer on Friday.

His brother Reza said from Lahore that Zulqarnain had expressed fears after receiving threatening messages.

"The last time I spoke to him he told me he was getting threatening messages after the fourth match and to pray for him," said Reza before adding his family was in touch with Zulqarnain and concerned about his safety.

"We would like to know a lot of things like why did the PCB management give him his passport, were they aware of the threats he had got?", Reza said.

The PCB said Zulqarnain had asked Pakistan officials for his passport.

"Zulqarnain was in possession of his passport at the time he left the hotel, which he had taken from the team management the previous evening for personal use," said the board.

PCB legal adviser Tafazzul Rizvi said that Zulqarnain had breached his central contract.

"He will definitely face an inquiry and disciplinary action whenever he contacts us. But we are concerned about this whole situation," said Rizvi.

Lahore police official Rana Faisal said they were investigating Zulqarnain's disappearance.

"We have received no official complaint but taking note of the media reports we have sent some officers to his house (in Lahore) to find out details," Faisal said.

Zulqarnain has played one Test, four One-day Internationals and three Twenty20 games for Pakistan.