The visitors, from the United Kingdom, South Africa and India, were expected back home over the weekend.
The tourists, who had been on a 47-day luxury tour of China, were detained due to a "misunderstanding," the statement said, after the film on the Mongolian historical figure was mistaken for "propaganda."
"No one in the group has been charged and it is believed the reason they were arrested was because of an unfortunate misunderstanding," the statement said.
"They watched a BBC documentary video on Genghis Khan to further their understanding of the region they were in at the time, and this may have mistakenly been deemed as 'propaganda' material. The group visited the Genghis Khan Mausoleum in Ordos (in Inner Mongolia) on the day before their arrest."
Eleven of their travel companions, who were arrested alongside the nine, had previously been deported.
Chinese authorities said Saturday
that the group were deported for illegally "watching video clips that advocate terrorism and religious extremism."
Gift of the Givers,
the charity that organized the tour, said that China had originally detained some of the group because of suspicions of alleged links to terror groups. It stressed they had no terror links or criminal records.
"Twenty foreigners were suspected of violating laws and committing crimes in Ordos, Inner Mongolia, on July 11," China's foreign ministry said in a written statement to CNN.
The ministry did not address CNN's question on the reason for their detention.
"The case is under investigation. China will guarantee the legitimate rights of relevant people in accordance with law, and will continue to provide necessary convenience and assistance to counselor officials of foreign embassies," the ministry added.
In a Facebook post last week, Gift of the Givers
, a large disaster relief organization based in South Africa, said the 20 foreigners included 10 South Africans, nine Britons and one Indian.
The post said the group was on a 6-week tour to explore ancient China until they were suddenly stopped by police at the Ordos airport on Friday, July 10.
"They were detained without charge, with no access to any communication nor to legal representation," the post said.
"It was only on Sunday, 48 hours later, when the tour operator realized that something was amiss and made the trip to Ordos, that the first information on the detained citizens came to light."
"The Chinese, now trying to find reasons for the detention suggested that some members were linked to a terror group, to a banned organization, to watching propaganda videos in their hotel room."