A New Zealand athlete living in Rio de Janeiro has accused armed police of briefly kidnapping him and forcing him to go to an ATM machine to withdraw money.

The incident, which the 27-year-old says took place Saturday, was the latest to raise worries over security in Rio during the Olympic Games starting August 5.

"What did you guys get up to yesterday? I got kidnapped. Go Olympics!" tweeted Jason Lee, a martial arts expert who is studying Brazilian jiujitsu.

According to Lee, he was returning from a jiu-jitsu tournament in a rental car when he was stopped by two men in police uniform riding motorbikes. They demanded 2,000 reais ($608) as a fine, saying his documents were not in order.

Lee told the New Zealand news site stuff.co.nz that when he explained he did not have that much money, the apparent police then escorted him to a police post and made him to get into an unmarked car to drive with one of them to an ATM.

According to Lee, when he went to report the incident at a police station later, he was told by an officer there "even we are afraid" of the officers who allegedly carried out the assault.

On Monday, the police department dedicated to dealing with tourist matters issued a statement confirming that Lee had made the complaint about a "stop supposedly by the military police."

"An inquiry is being carried out to investigate the crime," the statement said.

Some 85,000 police and soldiers are being deployed for the Olympics, double the number used in the 2012 London Games, as the authorities try to put a lid on rampant street crime.