AP
"Ganna Duritska... filed a statement about the threat to her life from unidentified people during her time in her parents' home" where she has stayed since Monday, when she returned to Kiev from Moscow, said a statement from the prosecutor general. Authorities have ordered that measures be taken "to protect her life and health."
Nemtsov was shot dead last week in the highest-profile killing of its kind during Vladimir Putin's 15-year reign as prime minister and president.
Because of Nemtsov's status as an opposition leader and former deputy prime minister, many of his supporters believe Putin was to blame for his death. He was attacked 200 meters from the Kremlin walls, according to one reporter in Moscow.
Russia's finance ministry says the car being sought in connection with Nemtsov's killing belonged to an "in-house security service" for the ministry, furthering suspicions that the Russian government was involved in his death.
Police are investigating Nemtsov's death. Russian security services say they have identified several suspects.
Nemtsov served as a deputy prime minister and a regional governor in Russia in the 1990s, when he helped put free-market reforms in place. Ukraine's president believes Nemtsov was killed because he had evidence that Russia armed forces in Ukraine.
A Putin representative has denied that the Kremlin was involved in Nemtsov's death.