Amid an ongoing police search for Nikola Gruevski in Macedonia, a message posted on the former prime minister's Facebook page on Tuesday said that he is in Budapest, seeking political asylum from the authorities there.
"In the past few days I have received numerous threats on my life," said the message.
His party, the opposition VMRO-DPMNE, says that he is not with them.
Gruevski did not respond to serving a two-year prison sentence, which is why the police are now searching for him.
Gruevski was sentenced to two years in prison for abusing official position to illegally acquire an armored Mercedes.
By the order of the Criminal Court in Skopje, Macedonian police on Monday confirmed that they had issued an arrest warrant for former prime minister Nikola Gruevski who is to serve his two-year jail sentence.
This was issued after the Appeal Court last Friday rejected the former prime minister's appeal for a postponement of his sentence.
A former prime minister of Former Yugoslav Republic of Macedonia (FYROM) on Friday lost his final appeal against serving a two-year prison sentence over corruption-related charges.
A panel of judges at the Skopje criminal court said in a statement that they rejected Nikola Gruevski's appeal after "reviewing all the facts and evidence" in the case.
Macedonia's Criminal Court in Skopje on Friday rejected appeals filed by former prime minister Nikola Gruevski to postpone his two-year jail sentence for the illicit purchase of a luxury Mercedes.
"The decision has been sent to the parties in the case and will become executive right after the parties receive it," the ruling said.