Jason Lee, 27, said he was taken by men in police uniform and forced to withdraw money from two cash machines.

"I was threatened with arrest if I did not get in their private car and accompany them to two ATMs to withdraw a large sum of money for a bribe," said Lee on Facebook.

"I'm not sure what's more depressing, the fact this stuff is happening to foreigners so close to the Olympic Games or the fact that Brazilians have to live in a society that enables this absolute bulls**t on a daily basis.

"This place is well and truly f***ked in every sense of the word imaginable."

Lee, who won't be participating at Rio 2016 because jiu-jitsu is not an Olympic sport, also took to Twitter to reveal his ordeal.

"What did you guys get up to yesterday? I got kidnapped. Go Olympics! #Rio2016," he tweeted. 

New Zealand's Ministry of Foreign Affairs and Trade has said it doesn’t have information on the incident but pointed to its advice section.

"Reports of express kidnappings in Brazil are common in major cities," said a spokesman.

"This is when criminals abduct a victim for a short amount of time and force them to withdraw funds from their bank account.

"To reduce the risk of this occurring we recommend you use ATMs that are located in public places during daylight hours or ATMs located within bank branches."

The incident comes after six-time Paralympian Liesl Tesch of Australia was robbed at gunpoint close to the Guanabara Bay sailing venue.

Tesch, a three-time medal winner in wheelchair basketball who switched to sailing in time to win Skud18 gold at London 2012, was pushed off her bicycle by a man brandishing a gun close to Flamengo Beach.

Her bike and that of Australian Paralympic team physiotherapist Sarah Ross were each stolen.

Two members of the Spanish sailing team were also mugged at gunpoint in a popular tourist area close to the Marina da Glória venue earlier this year.

Furthermore, Brazilian shooting team member Anna Paula Cotta was shot in the head at an attempted mugging in north Rio de Janeiro last month. 

Eighty-five thousand security forces are expected to be deployed during the Games.

But concerns remain over their accommodation and over whether the financial crisis affecting the State Govenment will hinder their activities.