Interfax says a spokeswoman for the Russian Embassy in the Netherlands confirmed Aleksandr Dolmatov committed suicide "at a refugee facility" but could not provide details.
There has been no official confirmation from Dutch police.
The Other Russia opposition party of which Dolmatov was a member also reported his death and said he had been denied asylum in the Netherlands.
Dolmatov, a designer at a Russian defense firm, had been arrested during a mass opposition demonstration in Moscow in May, but was released.
The protest led to clashes between demonstrators and police.
Dolmatov left Russia in June after police raided his Moscow apartment.