Chen said his older brother Chen Guangfu told him the government has "never stopped monitoring us for one day" since Chen, his wife and two children left China last year, The New York Times reported Wednesday.
Chen's nephew, Chen Kegui, is serving a three-year jail sentence for assaulting and injuring a government official who broke into the family's home.
During a visit from family members last month, Chen Kegui said he was beaten and threatened by prison officials who told him not to attempt an appeal of his sentence.
Chen told the Times that tethers on dissent remain tight under new Communist Party leader Xi Jinping, who was appointed in November.
Chen catapulted to international fame in April 2012 when he escaped house arrest in his village of Dongshigu and sought refuge at the U.S. Embassy in Beijing.