Two of the four Russians who were expelled from Moscow in a spy swap last week are reported to be staying in a hotel on the outskirts of London.
One of them, Igor Sutyargin, apparently rang his wife at home and said they were being held by British minders.
The four, who were accused of spying for the West, were exchanged in Vienna for 10 Russian agents deported by the United States on Friday.
Mr Sutyagin had called his wife in Russia, telling her he was in a small town on the outskirts of London but hadn't been told anything more, according to his brother Dmitry.
Mr Sutyagin was apparently given an untraceable telephone calling card to make the call.
His brother added he was hoping he would be given a British visa while he considered what to do next.
Meanwhile Britain is "urgently reviewing" whether to deprive Russian spy Anna Chapman of her UK passport.
Last week her lawyer said she would like to come to the UK as she has a passport through her former marriage.
Ms Chapman, 28, worked in the financial sector for a few years after moving to London in 2002.
The Home Office says it is reviewing Ms Chapman's passport situation.