"I was informed by Scotland Yard that my life was in danger and they recommended that I leave the country," Berezovsky told the newspaper. "I left three weeks ago but have now returned."
Berezovsky was granted asylum in Britain as several attempts were made on his life in Russia, where he was a major critic of President Vladimir Putin, the newspaper said.
Britain has denied the Kremlin's extradition request for Berezovsky to face various criminal charges filed against him when he ran an airline, a car dealership and Russia's main television channel.
There were also reports Scotland Yard arrested a would-be assassin at London's Hilton Hotel Tuesday night, but police would not comment, the newspaper said.
Berezovsky was an associate of fellow expatriate and Putin enemy Alexander Litvinenko, who was poisoned in London last November with the radioactive element polonium-210.