Bangura is set to be deported back to Sierra Leone
Watford's Al Bangura faces deportation to Sierra Leone after losing his case to stay in the UK at an Asylum and Immigration Tribunal hearing.
The 19-year-old, who became a father only nine days ago, will launch an immediate appeal against the decision, with the full support of his club.
He arrived from Sierra Leone four years ago, escaping civil war, and was given limited discretionary leave to stay.
But now the Home Office will initiate moves to remove him from the country.
Watford's Head of Football operations Iain Moody said: "This is terrible news for Al and a big shock to everyone at the club.
"We are sad and very disappointed that he has not been granted leave to remain in the UK. We have instructed our advisers to begin preparing an appeal to this decision.
"This is a significant setback for Al and his family but we will continue to fight this case and have full confidence that common sense and justice will prevail and Al will be allowed to continue his life in this country.
"We have been fortunate to count on the support of Watford MP Claire Ward in making representations to the Home Office on Al's behalf and we look forward to continue working with her on this."
Al Bangura has built up his life, having established great ties here, including a family life with his partner and a profession
Watford legal representative Chris Pelentrides
Bangura fears a return to his homeland, where he could be under threat from the Soko tribe, formerly led by his late father.
Watford manager Aidy Boothroyd had said being sent home would be an "absolute disaster" for Bangura.
And club legal representative Chris Pelentrides insisted there was a compelling case for Bangura to be allowed to stay in the country.
"His compassionate circumstances clearly warrant his continued stay in the United Kingdom," he said.
"He has built up his life, having established great ties here, including a family life with his partner and a profession."
Before the ruling, Watford MP Ward told BBC 3CR: "This is a young man who came to this country under very difficult circumstances and as an under-18.
"He clearly has an incredible talent, which has been spotted, and in that sense he was fortunate.
"He has made a very good life for himself and is a significant contributor to the UK economy and to my local economy as a constituent."
Bangura has made over 50 appearances, scoring one goal, since joining the club in April 2005.
There's folk coming in here willy nilly with their hands out & this bloke comes from what is genuinely a dangerous place to live, earns a living, and a good enough one so he can contribute to our society, and we want to send him back?
It's an odd world, it really is. I may be cynical but happen he's too dark & the wrong religion.
This is in Review for a good reason.
http://news.bbc.co.uk/sport1/hi/football/t...ord/7111120.stm
There's folk coming in here willy nilly with their hands out & this bloke comes from what is genuinely a dangerous place to live, earns a living, and a good enough one so he can contribute to our society, and we want to send him back?
It's an odd world, it really is. I may be cynical but happen he's too dark & the wrong religion.