The paper said Shamil Khazhiyev had fought on the side of the Taliban movement and was arrested by the Americans in Afghanistan or Pakistan in 2002 and held at the Guantanamo camp.
In 2004, he was handed over to Russian authorities, together with six other detainees.
His lawyer, John Walls, said Khazhiyev has been harassed by Russian security services, making it unsafe for him to stay in Russia.
While Dutch authorities are considering Khazhiyev's request, Walls advised him not to talk to reporters.
He said Khazhiyev left Russia in March and is now in a refugee camp in the Netherlands.