Paul Whelan. Twitter

The U.S. Government has demanded the return of Paul Whelan, a retired U.S. marine who was arrested in Moscow on alleged spying last week.

Secretary of State Mike Pompeo issued the demand on Wednesday in Brazil, where he was attending the inauguration of new president Jair Bolsonaro.

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Pompeo also called on the Kremlin to explain the arrest of Whelan and release him if there are no charges against him.

Whelan, who is the director of global security for Michigan auto-parts supplier BorgWarner, was detained Friday by Russian Security Service (FSB).

According to his family, he was visiting the Russian capital in order to attend the wedding of a former colleague.

His brother, David Whelan, tweeted a statement from the family on Tuesday.

“We are deeply concerned for his safety and well-being,” it read. “His innocence is undoubted and we trust that his rights will be respected.”