Shushkevich, 77, said he was taken off the train heading to Vilnius early on March 18 by border guards who offered no explanation.
He called it a sign of "lawlessness" and added that, since he earns part of his income by working abroad, it was also an infringement on his economic rights, according to RFE/RL's Belarus Service.
Several prominent journalists and opposition members have been barred from leaving the country in recent weeks.
The government has refused to comment on the existence of a suspected blacklist of people barred from leaving the country. Such a ban would contradict a Belarusian law that denies exit only to debtors, draft dodgers, and criminal suspects.
Shushkevich led Belarus from independence in 1991 until he was ousted from power in 1994.
He pursued market reforms during his rule but last year suggested that regime change was the only way out of the current economic crisis.