Russia has agreed to give protection to former Ukrainian President Viktor Yanukovych, who is reportedly staying in a sanatorium outside Moscow, Associated Press reported Thursday citing a local news organization, even as reports emerged of Russia amassing troops from its Black Sea fleet on the borders of Crimea.

Yanukovych, who fled from Kiev Saturday, is a wanted man by the current Ukrainian government, which has issued a warrant against him for “mass murder.” According to the local news agency cited by AP, the former president was staying at a hotel in Moscow before moving to the Barvikha sanatorium outside the city, which has been described as a health resort used by Russian President Vladimir Putin.

"I have to ask Russia to ensure my personal safety from extremists," Yanukovych said in a statement, according to AP citing Russian news agencies. According to Agence France-Presse, Yanukovych released his first statement since Feb. 22, and said:

"I still consider myself to be the legal head of the Ukrainian state. I am compelled to ask the Russian Federation to ensure my personal security from the actions of extremists," he said, and stated that the decisions taken by the Ukrainian parliament since his departure "do not have legitimate character."

He has not been seen publicly since Saturday when reports emerged that he had fled the Ukrainian capital of Kiev, after facing pressure domestically and on an international level to stop the unrest that had engulfed the city and left more than 100 dead.

Documents found at his sprawling estate have showed an extravagant lifestyle and examples of corrupt dealings at a time when Ukraine was in dire need of cash. It was Yanukovych's decision to choose Russia's offer of a $15 billion bailout over a trade agreement with the European Union that triggered protests last November, and led to his ouster after protests turned violent last week.

Yanukovych's departure, which led to the formation of an interim government, has triggered a fresh round of separatist violence reportedly incited by an ethnic Russian population in Crimea, the only region of Ukraine with a Russian majority population. 

On Thursday, pro-Russian gunmen reportedly took control of the Crimean government's headquarters and its parliament, creating more tensions for the newly-formed government in Ukraine.

"I'm concerned about developments in #Crimea. I urge #Russia not to take any action that can escalate tension or create misunderstanding," Anders Fogh Rasmussen, NATO's secretary general, said in a post on the microblogging site, Twitter.

Ukraine's Interim President Olexander Turchynov said: "I would like to call on the leadership of the Russian Federation to respect the basic agreements on the Russian military presence in the Autonomous Republic of Crimea," warning Russia against moving troops from its Black Sea Fleet outside its naval base.