A Russian court on Monday rejected a request to release classified documents about Swedish World War II hero Raoul Wallenberg, whose fate remains a mystery seven decades after his reported death, Russian news agencies reported.

Wallenberg, a former Swedish diplomat, helped save thousands of Hungarian Jews during World War II before being captured by Soviet forces in 1945.

A Russian report claimed he died in 1947 in the Lubyanka prison in central Moscow run by the Soviet security service, but no definitive proof of his fate has been put forward.

Relatives of Wallenberg filed a lawsuit against Russia's Federal Security Service (FSB), seeking access to uncensored documents they said could provide clues to Wallenberg's fate.

But a Moscow court rejected that lawsuit out of hand on Monday, saying the documents could not be released because they contained personal information about other individuals, Russian news agencies reported.

Wallenberg's relatives were cited as saying they would appeal.