He told the tribunal he moved to New Zealand in 2009 as a student and began the relationship with the woman in 2012.
They began living together a year later and posted pictures of themselves together on Facebook, including one "intimate" photo stating that they had got engaged.
He said the Facebook account was seen by his family at home who did not approve of his new-found love.
He claimed they told him to end the relationship and head home immediately. He said his father - who had links to Islamic state - was also angry.
The man claimed to have been "banned from the village" and unfriended on Facebook by several friends.
He said the village council, or Panchayat, issued a declaration condemning him for the relationship, that it was an illegal act against Islam and he would be "punished according to the "law of Shariot".
However, inconsistencies in his evidence eventually led to his demise, the tribunal deeming it "vague, mobile and implausible".
The tribunal found that although there was evidence of "Islamic extremism" in Bangladesh, the risk that posed to a person with the man's characteristics was remote.
"There is no credible evidence that he has been subjected to, or threatened with, serious harm in the past, or that he will face such harm in the future. There is no credible evidence that any Islamic group or other person in Bangladesh would be concerned to cause him serious harm because of a relationship that he had with a non-Muslim woman abroad in New Zealand, and which ended over a year and a half ago."
As for the tattoo, the man claimed that it would bring him to the attention of Islamic leaders who would consider the act "forbidden" and those who get them are "cursed".
"Notwithstanding these reports that tattoos are haram [forbidden] and cursed in Islam, they consistently report that a person may repent of the mistake. The appellant exercised his own personal judgment as a Muslim to have the tattoo inscribed."
It said the supplied arrest warrant from his village council could be easily be forged.
His appeal was dismissed.