Mr Menezes was fleeing officers when he was shot eight times
A passport stamp apparently giving him indefinite leave to remain "was not in use" on that date, added officials.
Mr Menezes, 27, was shot at Stockwell Tube station by officers wrongly suspecting him of being linked to the London bombings.
His body has been returned to Brazil to be buried in his home town of Gonzaga in the south-east.
Home Office officials said they wished to end speculation over his immigration status but added it was not intended to influence any investigations.
Scotland Yard has admitted he was not connected to the attacks and Metropolitan Police chief Sir Ian Blair has apologised to Mr Menezes' family.
Burial planned
On Thursday the Home Office said it wished to repeat the government's "deep regret at his tragic death".
The department's statement said Mr Menezes arrived in the UK on 13 March 2002 and was granted entry for six months as a visitor.
He applied for leave to remain as a student, which was approved and he was granted leave to remain until 30 June 2003.
"We have no record of any further application or correspondence from Mr Menezes.
"We have seen a copy of Mr Menezes' passport containing a stamp apparently giving him indefinite leave to remain in the UK.
Protests in Brazil have included one in Mr Menezes' home town
"On investigation, this stamp was not one that was in use by the Immigration and Nationality Directorate on the date given."
The statement added: "This information is not intended in any way to prejudice or influence the independent investigation into the circumstances of Mr De Menezes' death, or any possible future proceedings."
Officials said the information has been passed to the Brazilian government so his family could be informed.
Mr Menezes will be buried on Friday.
Manhunt continues
Meanwhile a major police operation is under way on the UK's transport system, with officers on a precautionary high alert to reassure the public and deter would-be attackers.
In other developments, nine men have been held by anti-terror police in Tooting, south London, following raids on two addresses on Thursday.
It is not thought that any of the suspected bombers is among them.
On Wednesday night three women were held in Stockwell, a few miles away, on suspicion of harbouring offenders.
Police are continuing to question 21 July suspect Yasin Hassan Omar following his arrest in Birmingham, as the search for the other three suspects goes on.
The 24-year-old who is suspected of the attempted bombing of a Victoria Line train, near Warren Street, is being questioned at London's high-security Paddington Green police station.
El Ministerio del Interior británico afirmó este jueves que la visa de estudiante de Jean Charles de Menezes, había expirado dos años atrás. A comienzos de esta semana, los cancilleres británico y brasileño habían desmentido la caducidad de la visa de de Menezes.

De Menezes llegó al Reino Unido el 13 de marzo de 2002 y se le concedió una vista de turista por seis meses. Después solicitó una visa estudiantil que le fue otorgada, permitiéndole la estadía en el país hasta el 30 de junio de 2003.

El comunicado del Ministerio de Interior sugiere también que la visa tenía un sello que en apariencia le concedía estadía indefinida. Aunque el sello sí es utilizado por las autoridades de inmigración británica, el mismo no estaba siendo utilizado en la fecha en que supuestamente fue colocado.

Por ello, ya se ha especulado que este es uno de los motivos por los que de Menezes — de quien se creyó erróneamente que tenía conexiones con terroristas — huyó luego de ser confrontado por la policía en la estación de Stockwell. De Menezes recibió ocho disparos, siete en la cabeza y uno en el hombro.

Su familia había declarado que creían que la vista de de Menezes había sido renovada por cinco años más.

El comunicado, no obstante, niega que la información publicada deba influenciar la investigación: ''"Esta información no tiene intención alguna de perjudicar o influir en la investigación independiente de las circunstancias de la muerte del señor de Menezes, o de cualquier posible procedimiento futuro".''
 
El cuerpo de Jean Charles de Menezes regresó a Brasil la madrugada del 28 de julio, y su funeral está programado para este viernes en la localidad de Gonzaga, Minas Gerais, su tierra natal.