We find NSW's most wanted Anthony Tan

NSW'S most wanted man, accused killer Anthony Tan, has been tracked down by The Sunday Telegraph - living in the lap of luxury in Vietnam.

NSW'S most wanted man, accused killer Anthony Tan, has been tracked down by The Sunday Telegraph - living in the lap of luxury in Vietnam.

From his hideaway in Ho Chi Minh City, the 27-year-old said he was unaware the police were chasing him - and he intends to prove his innocence by surrendering to them.

"I'm not a criminal," Mr Tan said, claiming he will return to Sydney on a Qantas flight on Tuesday.

"I'm coming back of my own free will. Even if Australia wanted to extradite me, they can't because there's no treaty with Vietnam."

Mr Tan said he only discovered, much to his surprise, that he was wanted over the shooting death of a Rebels bikie after reading a report in The Sunday Telegraph last month.

Mr Tan, who has been running a number of businesses, said his lawyers had been in contact with NSW police to negotiate the terms of his arrest.

Living under the alias Alexander Nguyen, Mr Tan left Australia in 2009 following the murder of bikie Edin "Boz" Smajovic, 23, outside his Macarthur Auto Centre in Campbelltown.

Police believe Mr Tan, who was also wounded in the shooting, fired the fatal shot that killed Mr Smajovic.

Speaking for the first time since the incident, Mr Tan insisted that he did not leave Australia as a consequence of the shooting and was not the person police had made him out to be - and he said he had already booked a Qantas flight from Ho Chi Minh City.

"I'm coming back on the next flight," he said.

"I never knew that I was wanted - if I did, I would have come straight back."

Mr Tan said he had spent the past two years of his life trying to build up an export business in Vietnam, along with a reputation as a decent businessman.

He said the negative publicity surrounding his "wanted" status had badly affected his business relationships and lost him several potential work contracts.

"It's interfered with a lot of my work - a lot of companies don't want to deal with me," he said.

Mr Tan also denied police suspicions - outlined in The Sunday Telegraph story last month - that since the shooting he had returned to Australia under a false identity.

"I'm quite sure Australian airports have facial recognition," he said. "It's all a publicity stunt - I've never been back to Australia."

Mr Tan also claimed he hosted a seminar for Australian police officers last year in a hotel he owns - a claim The Sunday Telegraph was unable to verify.