Former world chess champion and political activist Garry Kasparov attends a news conference at a lawyer's office in Paris, Thomson Reuters WASHINGTON (Reuters) - The murder of Kremlin critic Boris Nemtsov has dampened any hope for a peaceful political transition in Russia away from President Vladimir Putin's government, Garry Kasparov, a prominent opposition voice, said in an interview on Sunday.

Kasparov, a former world chess champion who lives in self-imposed exile in the United States, offered a gloomy outlook for Russia's political opposition after Nemtsov was shot dead meters from the Kremlin late on Friday.

"Boris hoped, in vain as we understand, to see some form of peaceful transition into normal, civilized democratic government," Kasparov told Reuters, describing Nemtsov as one of Russia's leading advocates for non-violent political expression.

"I see no chance for Russia now to move from Putin's brutal dictatorship into something that will be even (as) mild as we had 10 years ago," he said, predicting it could take a violent mass uprising if change was to come.

Nemtsov, 55, was one of the leading lights of a divided opposition struggling to revive its fortunes, three years after mass rallies against Putin failed to prevent him returning to the presidency after four years as prime minister.

Russian authorities have suggested the opposition itself may have been behind his shooting in an attempt to create a martyr and unite the fractured movement.

Kasparov joined supporters of Nemtsov who suspect Russian authorities were behind the killing, sending a clear message to anti-Putin activists.

People hold flags and posters during a march to commemorate Kremlin critic Boris Nemtsov, who was shot dead on Friday night, near St. Basil's Cathedral in central Moscow March 1, 2015. REUTERS/Sergei Karpukhin

"It's a signal to everybody that's engaged in opposition activities that all bets are off," Kasparov said.

"We're not going to waste time to prosecute you ... pretending that we are respecting the rule of law. We'll simply eliminate you."

Kasparov said he had no bodyguards in the United States and did not feel that his life was in danger as long as he stayed out of Russia. He also said he would not return to Moscow, even to attend Tuesday's funeral service for Nemtsov.

"I don't buy one-way tickets," he said.

Asked about whether he had any political strategy going forward, Kasparov was blunt: "I have no strategy. It's not a game of chess. In chess you have rules."

He said there appeared to be little room for political activists in Russia to maneuver, let alone to develop a political strategy.

"What kind of strategy (is there) if you can get killed?," he said.

(Editing by Paul Tait)