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Ksenia SobchakKsenia Sobchak, who is a prominent Moscow opposition figure as well as a magazine editor, was urged to leave for her own safety by the FSB secret service.
Although she recently hired body guards, she is not seen as safe in her own country - despite the fact she has known Vladimir Putin since childhood, and her father was his law professor and political mentor.
"I am going to leave Russia for a while," the 33-year-old announced at a Moscow party on Friday, it was revealed today.
"Close friends explained off the record that she is leaving not because of her extra sensitivity but because the secret service recommended her to do so," stated Kommersant newspaper.
It had been reported in Russia that her name was on a "hit list" of Putin foes.
The revelation of her sudden flight abroad came as the Russian president was scheduled to reappear today (MON) after being out of sight for unexplained reasons since 5 March.
The Russian president was due to meet Kyrgyzstan, Almazbek Atambayev, in his home city of St Petersburg, and follow worldwide intrigue and rumours over the strongman's whereabouts and health.
The latest rumours suggest he had suffered from chronic back ailments, and required treatment from an Austrian orthopaedic, but the Kremlin has not confirmed the reason for his absence.
A bizarre set of rumours on his mystery disappearance included his death, a coup, a severe bout of flu, or his "lover" giving birth to a child in Switzerland.
Some Moscow sources believe that Putin has been holed up at a high security presidential retreat in Novgorod region.
Despite her family links to Putin, the outspoken Sobchak became a strong critic of the president's authoritarian approach.
A prominent blogger, she had received internet death threats soon after the shooting of 55 year old opposition leader Nemtsov close to the Kremlin.
At Nemtsov's funeral on 3 March, a man approached her and told her: "Bear in mind, you are the next one, Ksenia."
Ksenia is the daughter of Putin's political mentor, the late Anatoly Sobchak, liberal mayor of St Petersburg, the Kremlin leader's former law professor who gave him his first political job after he quit the KGB.
For years there were rumours that she was Putin's goddaughter - and while this is not the case, many of the strongman's supporters have not forgiven her stinging and articulate opposition to his policies.
Among Tweeted threats she received was one reading: "Give up Ksenia, your death will be fast."
Another, using an insulting nickname for the TV host, posted online about Nemtsov's slaying: "I am also very happy that there is one bastard less; when is it your turn, Horse?"
A user called Vadim, posting a picture with a man pointing a gun, and a list of six prominent opposition surnames - Nemtsov, Navalny, Sobchak, Kudrin, Kasyanov, Khodorkovsky - wrote: 'Just politics, nothing personal'.
Nemtsov's name has been ticked off, Sobchak's was number three on the list.
In the wake of Nemtsov's death she warned that Putin has unleashed forces in Russia over which he now has no control.
"Actually it would be in some way less worrying if Putin had ordered Nemtsov's killing," she wrote.
"It would be an awful system, but at least a system, a manageable system.
"But I feel, unfortunately, this is not the case.
"There is no Putin who gave a command to kill. But there is a Putin who has built a hellish Terminator, and he has lost control of it."
She also warned: "There is no one controlling the process any more - there is chaotic hatred.
"Hatred that is fuelled every day by the federal mass media."
Of the shots that killed Nemtsov, she said in her blog: "These are only the first six bullets. There are troubled times ahead."