The threat came hours after it was revealed Yulia Skripal has been discharged from hospital, five weeks after she and her father, Sergei Skripal, were found slumped on a bench in central Salisbury on 4 March after they were poisoned.
The Russian Embassy in London said that if the Skripals were resettled in the USA, Australia, Canada or New Zealand and offered new identities - as reported - it would be "another gross violation of international law".
A statement said: "With a secret resettlement of Mr and Ms Skripal all opportunities to hear their version of the events of 4 March will highly likely be lost forever.
For nearly a month both were in a critical condition, but they have recently made a remarkable recovery.
Reacting to the news Ms Skripal had been discharged, the Russian Embassy in London tweeted its congratulations but said it needed "urgent proof" that she was not being influenced.
"We congratulate Yulia Skripal on her recovery. Yet we need urgent proof that what is being done to her is done on her own free will".