Earlier this month the Investigative Committee, which reports directly to Putin, charged the former oil tycoon in absentia with organising the 1998 murder of a mayor in Siberia, a move supporters say is aimed at silencing the self-exiled Kremlin foe.
Khodorkovsky, 52, was also charged with the attempted murders of two other people.
"Mikhail Khodorkovsky has been put on the international wanted list," spokesman for the Investigative Committee Vladimir Markin said in a statement.
Khodorkovsky's spokeswoman Kulle Pispanen dismissed the announcement as political pressure, adding it would not affect him.
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"Mikhail Borisovich will by no means limit his movements because of the hysterical actions of the Kremlin ghouls," Pispanen told AFP, referring to the former business magnate by his first name and patronymic.
Markin today reiterated the charges against Khodorkovsky.
Yesterday, investigators raided the apartments of employees of Khodorkovsky's Moscow-based Open Russia group, set up to help nurture civil society in the country, as well as its offices.
The Investigative Committee has said it is also checking the information provided in a Paris appeals court by shareholders of now-bankrupt Yukos, who are seeking USD 50 billion in damages from Russia and convinced the court to back the freezing of Russian assets in France.
Khodorkovsky spent a decade in prison on charges of tax evasion, fraud and embezzlement which he and his supporters say were trumped up in revenge for his political ambitions.
As investigators announced earlier this month they planned to press new charges against Khodorkovsky, the Putin critic called a news conference in London, saying revolution in Russia was inevitable.
"The investigation is looking into who stole Yukos shares," Khodorkovsky said on Twitter on Tuesday. "Let me give you a tip," he added, next to a picture of the Kremlin.