A former Russian spy who took refuge in New Zealand says he was the victim of a poison attack in Auckland that made all his body hair fall out and caused him to lose 30kg.

Boris Karpichkov, a former senior KGB agent, spent 15 months in New Zealand in 2006 and 2007 after working as a double agent in the 1990s and passing information to the West.

He told Good Morning Britain that he received a message by "burning telephone" on February 12 from a person working for the Russian secret service FSB, the successor of the KGB.

The message warned that he, Sergei Skripal and others would be targeted, but he did not report it to authorities because he did not take it seriously.

But he was shocked when Skripal, a former Russian spy and informant for Britain's foreign intelligence service, and his daughter were attacked with a nerve agent on March 4 in the southern England city of Salisbury. They remain in critical condition.

The agent was identified as Novochok, a military-grade agent developed by Russia. British Prime Minister Theresa May has said that Russia was most likely responsible for the attack.

Foreign Minister Winston Peters said he had "grave concerns" about the use of the nerve agent, but has not said if New Zealand will back the UK if it calls for reprisals against Russia.

Asked who he thought was responsible for the attack, Karpichkov said: "The Russian Secret Service, FSB specifically."

Karpichkov claims to have been poisoned as he walked down Auckland's Queen St one morning in November, 2006, when a person threw a powder in his face.

"I just was walking, carrying with my bag, and just looking [to my] left side into shopping windows, and just noticed with side vision that some person approached me. He looked like a common beggar and tried to grab my bag.

"Next what I felt was a kind of dust thrown into my face ... and the beggar just walked away.

"I walked around 1500m and then almost passed out because my head started spinning. I started sweating. Later this evening, my nose started running."

He said he went to the doctor and was told he had the common flu.

He said he was a 90kg "fat man" when he arrived in New Zealand, but after the dust attack he lost 30kg and his body hair started falling out. His health has since stabilised.

Karpichkov was a Russian spy in Latvia, but in 1995 began passing information to the Latvian Government and its Western allies.

When he was discovered in 1998, he fled to London, but became frustrated after eight years of being mucked around by immigration authorities.

In June 2006, when an agent told him his life could be in danger if he stayed in the UK, Karpichkov flew to Auckland on a forged Lithuanian passport.

He had hoped to gain refugee status and then bring his wife and two children to New Zealand, but his application was initially declined. He appealed to the Refugee Status Appeals Authority, but it was still being considered when he flew back to the UK - on the same forged Lithuanian passport.