The brother of an American man being held by the Russian government on suspicion of espionage told Fox News on Tuesday “there’s no way” his sibling is a spy. Rather, he's being used as a “pawn.”

Speaking to Fox News’ Martha MacCallum on "The Story," David Whelan said he believes Paul, his brother, is being set up. “We haven’t had any official information from the Russian government about why Paul was arrested, how he was arrested, what he received as far as what they’re alleging he did for spying,” Whelan said.

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Paul Whelan, 48, of Novi, Michigan, a Marine veteran, was arrested in Moscow last month on suspicion of espionage. He reportedly had on him a flash drive that contained “state secrets.”

It was not immediately clear whom Whelan would be spying for, as he was born in Canada to British parents before the family moved to the U.S.; he holds British, Canadian, American and Irish passports.

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“It’s clear to me now, certainly I guess it’s been clear to many people for a while, that whatever happened, Paul has been used as a pawn and this is entrapment.”

The captive Whelan made his first court appearance Tuesday, when he was ordered to be kept behind bars at least until the end of February.

“I think he understands the consequences of a court case in Russia and although he didn’t seem to actually understand what was going on, he looked quite quizzical or puzzled to me. … I think he understands the seriousness of it.”

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David Whelan said he believes his brother will remain in detention for many months “while this fiasco of a legal process drags on.”

When asked if he thought his brother might have a double life, David replied with a chuckle: “No, not as a spy. There’s no way.”

Fox News’ Martha MacCallum contributed to this report.