Viktor Yanukovich still regards himself as the president of Ukraine and wants Russia to protect him from the "actions of extremists", according to Russian news reports, which also indicate that he has left Ukraine.
The ousted leader, who fled the capital Kiev last weekend, broke his five-day silence with remarks reported on Thursday.
In a statement issued to the three agencies, the 63-year-old said: "I still consider myself to be the legal head of the Ukrainian state. There have been threats of reprisals towards me and my allies. I am compelled to ask the Russian Federation to ensure my personal security from the actions of extremists."
An unnamed source, who was quoted by all the Russian news agencies, implied that Yanukovich had left Ukraine and was in Russia, according to Reuters news agency.
"After Yanukovich appealed to the authorities of the Russian Federation to ensure his personal security, we can say that this request was satisfied on Russian territory". Russian TV said he was in Russian territory, but his precise whereabouts are unconfirmed.
In his statement Yanukovich added that decisions by the Ukrainian parliament - the appointment of an acting president and a cabinet - did "not have legitimate character." He said that while he would not order the armed forces to intervene, he would "fight to the end" for measures to take Ukraine out of its "deep political crisis".
His remarks came as tensions escalated in Crimea, where armed gunmen entered government buildings overnight, and led to a fiery exchange between Moscow and Kiev.