
Macedonian authorities on Monday issued a warrant for his arrest after he failed to turn up at the prison to start his two-year sentence.
“I am now in Budapest, where I have requested political asylum from the Hungarian authorities,” the 48-year-old wrote on his official Facebook page.
“During the past couple of days I have received numerous threats on my life.”
The government said it was verifying the information with Budapest.
“We suspect that (Gruevski) he has fled,” Interior Minister Oliver Spasovski told AFP.
Gruevski, who says he is a victim of politically motivated persecution, wrote that he remained “faithful to Macedonia cause”.
“I will not give up,” he pledged on Facebook.
Gruevski, who dominated Macedonia for nearly a decade until 2016, was convicted in May of using a 600,000-euro ($676,009) government Mercedes for personal travel. A Skopje court upheld the sentence in October.
Gruevksi, who led the right-wing VMRO-DPMNE party, resigned in 2016 after a scandal over allegations of a widespread wire-tapping scheme by his administration.
He now also faces a number of other graft charges.
The cases come at a tense time in the Balkan nation with a new ruling coalition trying to push through a deal to change the country’s name and end a historic row with Greece.
In power, Gruevski took a hardline stance against the name dispute with Athens, which has its own province called Macedonia.
Greece has blocked Skopje’s entry into NATO and the European Union over the issue for nearly 30 years.
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