"If they don't want to be held in detention or locked up at the local watch house, they'd better jump on a plane before the 15th and comply with their visa's conditions", Mr Dutton told Macquarie Radio.
The Australian Associated Press said five boxers and three wrestlers from Cameroon, two athletes from Uganda and a Rwandan Paralympic powerlifting coach are still in Australia.
The Refugee Advice and Casework Service in Randwick says some of the 11 athletes have asked for help with visas.
But Ms Dale, who was unable to give precise numbers due to privacy issues, said it was more than 19. "The reality is that assistance is unfunded".
"The men, women and families who are recognised as needing protection in Australia are allowed to remain only after a complex and hard process".
"The process can take many months, sometimes it takes years". We endeavour to assist anyone who contacts us who would not otherwise have access to legal advice.
The federal government won't say if bridging visas have already been granted to African athletes who went missing during the Commonwealth Games.
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Shenmue creator Yu Suzuki has issued a statement on the ordeal: "To all of our backers, we are very sorry for the delay". Shenmue 3 won't release this year as originally planned and instead will come out in 2019.
"I know some of them have already had interviews with immigration", David Addington, chairman of Sydney's Northern Beaches Refugee Sanctuary, was quoted as saying.
"They should be aware that anyone in Australia without a valid visa will be subject to enforcement measures aimed at locating, detaining and removing them from Australia", ABF said in a statement.
The Sierra Leone athletes were among 40 who absconded from the Melbourne Games.
Home Affairs Minister Peter Dutton had earlier refused to acknowledge reports that some of athletes had obtained bridging visas.
Cameroon's Arcangeline Fouodji Sonkbou waves to the crowd during the women's 69kg weightlifting final.
"If people have claims to make, or they have submissions to put to the department, then we'll consider all of that in due course", Dutton said.