Mr Davies said: “I deliberately never asked him whether he physically felt in danger. ... It's nevertheless a conclusion I firmly come to and I don't mind saying that on the record now.”

Asked if the fears came from Russia, he added: “I had to come to my own conclusions that there were players in that particular genre who might have wanted to, in some way, harm his welfare.”

Sir Andrew Wood, the former UK ambassador to Russia, was sought out by Mr Steele for advice on how to handle what he had found, meeting both before and after the 2016 election.

He ultimately made a trip to America shortly after Mr Trump won the presidency to meet with John McCain, then the Arizona senator and Trump critic, and alert him to Mr Steele’s allegations.

Sir Andrew said the claims Mr Steele had uncovered were “alarming”, adding he could “read” that his friend feared for his safety, even if that was never said explicitly.

Sir Andrew told this newspaper: “After all, if what he was alleging, or had discovered, turned out to be true and justified there would be people there who have reputations for violence, should we say, who might well wish to do something to stop it.”

Another source familiar with Mr Steele’s thinking said that he feared assassination by the Russians when he traveled to Washington before the election to brief a handful of journalists.

The source said that Mr Steele put the chance of assassination at around 5 per cent and believed before the dossier had been made public there was an incentive for the Russians to keep the claims quiet.

The memos Mr Steele wrote for Fusion GPS, the US firm, ultimately were published in their raw form by Buzzfeed after Mr Trump won the US election but before he took office.

They prompted fury from then president-elect Mr Trump and forced Mr Steele to go into hiding. He has since returned to his job at Orbis Business Intelligence, the firm he co-founded after leaving MI6.