Lt.-Gen. Vasily Khristoforov said Monday that his agency, the Federal Security Service, had no reason to withhold any information about the Swedish diplomat from the public eye.
Wallenberg is credited with saving thousands of Jews in Budapest by distributing Swedish travel documents or moving them to safe houses.
He was arrested in Budapest by the Soviet Red Army in 1945. The Soviets initially denied Wallenberg was in their custody, and then said in 1957 that he died of a heart attack in prison in 1947. Russia has never officially retracted the Soviet version, but some officials acknowledged that he likely had been killed.
Meanwhile, several days ago, Hungarian media outlets reported that unknown individuals vandalized the statue of Wallenberg in Budapest.
The Nepszabadsag newspaper's website reported that a group of Jewish tourists from New York, who were visiting in the Hungarian capital, had alerted authorities that bloody pigs feet were placed on the statue.