"His application for residency was filed a while ago," spokesman Boris Durande told AFP on Monday, without specifying which part of Switzerland Khodorkovsky intends to settle in.
The 50-year-old foe of Russian President Vladimir Putin has been living at a Zurich hotel since shortly after he was pardoned and released from jail on December 20th.
He was once Russia's richest man and an influential politician with presidential ambitions who openly opposed Putin when the former KGB spy first entered the Kremlin in 2000.
Khodorkovsky's arrest in 2003 and subsequent convictions on fraud and embezzlement charges have been widely condemned by Kremlin critics as an effort by Putin to silence his most potent rival.
Khodorkovsky left Russia immediately after his sudden release and has vowed not to return until the authorities drop old lawsuits against him worth hundreds of millions of dollars.
He first went to Berlin and there obtained a three-month visa to Switzerland, where two of his children attend boarding school, and has travelled extensively ever since.
He is currently in Kiev, where on Sunday he addressed a rally on Independence Square, the epicentre of mass protests that led to the ouster of Ukrainian president Viktor Yanukovych late last month.
In January he went to Israel, reportedly to meet three ex-partners at his former Yukos oil empire.
The three had fled to Israel after facing fraud charges in Russia in 2005.
Gaining a residence permit in Switzerland is no easy feat, especially for citizens of countries outside the European Union or the European Free Trade Association (EFTA).
As a Russian citizen, Khodorkovsky would need to apply in the canton where he wishes to settle, with a letter explaining why he wants to live there and whether he plans to work or not, the Swiss migration office explained.
If he plans to work, his future employer would need to certify that no citizen of Switzerland, or the EU or EFTA could be found to fill the job.
If he does not plan to work, he will need to show he has the financial means to support himself and his family.
The canton of his choice will decide whether or not to give the green light, and will pass on his file to the Swiss capital Bern, where the final decision will be taken.
After 12 years as a resident, foreign nationals can apply for citizenship.