The former Liberal MP says he got caught up in a clash between the self-proclaimed Islamic State and Kurdish Peshmerga forces in northern Iraq.
Wyatt Roy says he travelled there because he wanted to see the conflict for himself.
He says he was visiting a friend who worked in the Sinjar region, west of Mosul when Islamic State forces began their attack.
Sinjar and its surrounds were the site of a siege by IS in 2014 that the United Nations says is estimated to have resulted in the abduction, forced displacement and deaths of thousands of people from the Yazidi minority group.
During his time as a Liberal MP, Wyatt Roy says he called for Australia to increase its humanitarian intake to accommodate members of the Yazidi and Christian minority groups displaced in Iraqi and Syrian conflicts.
The 26-year-old told the Nine Network he had valid reasons to make the trip.
"All of this has to be put into the context of 'why did you go?'. From my point, it was to meet with locals to meet with policy makers, to meet with think tanks and academics and businesses. There's an unfortunate and unlucky situation that developed. But the reality is of course there are Australians in this part of the world who are contributing. The travel advice we offer is very different to that of the United States, the United Kingdom."
Prime Minister Malcolm Turnbull says he's disappointed with the former MP.
"It was stupid, it was foolish of him to ignore the government's advice not to travel to that part of the world and I want to encourage every Australian, any Australian, to always scrupulously follow the advice of the Department of Foreign Affairs and Trade."
Labor foreign affairs spokeswoman Penny Wong says Wyatt Roy has shown poor judgment.
"This is a war zone. This is serious. It's not a place that you go to act out some, you know, boyhood fantasy. I think it's incredibly irresponsible of Mr Roy and I think if the government knew about it and failed to prevent him from going, really, they've got serious questions to answer. He clearly has not exercised good judgment, he certainly was in Israel, in Tel Aviv with knowledge of the Department. It beggars belief that the Minister's office wasn't told about that and if they were, they should have stopped it. It sets a dreadful example."
Wyatt Roy says the Kurdistan region of Iraq deserves Australia's support and he believes Australia should not only directly support to the security forces there, but also to the Kurdish people's aspiration to build their own nation.
Mirza Ulus from the group calling itself the Kurdish Association of Victoria says Wyatt Roy should be congratulated and not condemned because his visit has focused attention on the plight of the Kurdish people.
"What is the Kurdish people thinking? What do the Kurdish people want? And what the Kurdish people want in the world, what they want created. That is important and Wyatt Roy has brought this one out on the table, for us."
He says other politicians could benefit from seeing the situation first hand.
Ulus: "Maybe make them more focused there on what's going on when you see something by yourself and you feel more clearly."
Reporter: "Because Wyatt Roy said he wanted to see it for himself?"
Ulus: "Yeah, he decided to go there, is very brave for us and I'm very happy that he went there and then bring this issue on the table like this."
