Organised by Spain, the flight left Madrid with 75 immigrants on board before stopping in France and Italy to pick up another 50.
The programme was approved when interior ministers from the UK, France, Germany, Italy and Spain met in July.
Spain says it is planning another flight next month. That flight will be to repatriate illegal immigrants from Ecuador and Colombia.
The Spanish interior ministry said Italy was also planning a flight to Nigeria in September and had invited its partners from the so-called Group of Five to take part.
Spanish Interior Minister Jose Antonio Alonso has said the flights are needed to improve the controls on illegal immigration and common borders.
None of the Romanians deported on Thursday had immigration papers.
Earlier this year Spain amnestied around 700,000 immigrants without documents. Applications were allowed from those who could prove they had arrived before last August, had a job contract and no criminal record.