He managed to get to his parents' home in Hohhot, but was tracked down and arrested after three days. Mr Wang alleged that for five days he was interrogated at the Hohhot Detention Centre in Inner Mongolia.
He said authorities would not let him rest or have a toilet break.
"I was not given a chance to call my family or lawyer, and they wouldn't let me sleep," he said.
A Ministry of Foreign Affairs spokesperson said the New Zealand Embassy in Beijing was notified of Mr Wang's detention last Friday, two days after his arrest.
Mr Wang moved to New Zealand 21 years ago, and started the Capital Chinese News in Wellington in 1998.
In 2002, his relationship with the Chinese Embassy soured after he covered the visit of Wei Jingsheng, a Chinese democracy campaigner.
In 2004, he again angered the embassy by running a full-page spread with pictures of tanks to mark the 15th anniversary of the Tiananmen Square massacre.
Immigration New Zealand said Mr Wang had "made claims concerning his treatment in China" to an Immigration worker at Auckland Airport.
"Details have been passed on to Mfat as the appropriate agency to deal with such a complaint," said spokeswoman Rachel Purdom.
Mr Wang said he planned to meet with Amnesty International and the Human Rights Commission.