"The Brazilian government is shocked and perplexed to learn that a Brazilian citizen was killed ... in London by police, apparently the victim of a lamentable error," the Foreign Ministry said in a statement.
Jean Charles de Menezes, 27, was shot five times in the head after he was chased down by British police at Stockwell Underground station in south London.
"The government awaits the explanation British authorities must supply about the circumstances which led to this tragedy," the Brazilian statement said.
Foreign Minister Celso Amorim, who is on his way to London for talks on United Nations reform, would try to meet British Foreign Secretary Jack Straw to seek an explanation, the statement added.
"Brazil has always condemned all forms of terrorism and has been willing to contribute to the eradication of this scourge under international norms, including with respect to human rights," the statement said.
London police, which at first said the shooting was linked to its probe of Thursday's failed attacks in London's public transportation system, later said he was not connected to the case after all.
"The government awaits the explanation British authorities must supply about the circumstances which led to this tragedy"
Brazilian Foreign Ministry
Meanwhile, the cousin of de Menezes said the victim did not have the type of history that would prompt him to run away from the authorities.
"He does not have a past that would make him run" from police, his cousin, Alex Alves said.
"I asked that the body be released as quickly as possible, we need to bring him to Brazil, which is what the family wants," he told Globo television.
Alves said his cousin had lived in London legally for three years and was heading to work when he was shot five times at point blank range by British police.
Menezes was an electrician, he said, from the Brazilian southeastern state of Minas Gerais.
Another cousin, Aleide de Menezes, said de Menezes spoke English very well and would have understood police instructions, CBN radio reported.