Russia has declared Roman Dobrokhotov, the editor of a news outlet that angered the Kremlin, a wanted man and accused him of illegally crossing the border to leave Russia, he told Reuters on Thursday.

Dobrokhotov is the editor-in-chief of The Insider, which was designated a "foreign agent" earlier this year after it investigated the poisoning of opposition politician Alexei Navalny.

Media outlets and journalists critical of the authorities faced...