As a travel agency, customer is suing us for the refund of tickets when he was refused boarding for not having visas. How do we defend this?

I highly recommend you consult with an attorney to review your contracts and agreements with your clients, as a strongly worded and defensible limitation of liability, indemnity, waiver and release type provisions can protect you moving forward. Regarding this specific instance, if your client does proceed with litigation, reach out to an attorney who can assess the claims and your available defenses (and possible counterclaims) together.