The United States is demanding the immediate return of a retired U.S. Marine detained by Russia on spying charges, and wants an explanation on why he was arrested, U.S. Secretary of State Mike Pompeo said on Wednesday.

Speaking in Brasilia the day after Brazil's new president Jair Bolsonaro was inaugurated, Pompeo said the U.S. government hoped to gain consular access to Paul Whelan within the next few hours following his arrest in Moscow.