The news agency Reuters reported that it had seen internal documents relating to the project which said the data centre was being built following action in the US, the UK and Lithuania to stop using the company's products.
Kaspersky's software was banned from use by US public sector agencies last year, following reports that Russia had exploited its software to spy on customers and obtain malware created by the NSA.
The company has filed a case against the US Government, fighting what it says are unfair claims that its software poses a security threat to the US.
"“The world is changing. There is more balkanisation and protectionism,” the unnamed individual said. "“This is not just a PR stunt. We are really changing our R&D infrastructure.”
Kaspersky Lab said in a statement sent to Reuters: "To further deliver on the promises of our Global Transparency Initiative, we are finalising plans for the opening of the company’s first transparency centre this year, which will be located in Europe.
“We understand that during a time of geopolitical tension, mirrored by an increasingly complex cyber-threat landscape, people may have questions and we want to address them.”
The company had said in October last year that it would let independent experts examine its software for security flaws and backdoors, and would open transparency centres in Asia, Europe and the US.
Plans for the Swiss centre have been approved by Kaspersky Lab chief executive Eugene Kaspersky. A public announcement is due in coming months.
The centre will be used to analyse suspicious files from machines in the US and Western Europe while files from other countries will be analysed at the Kaspersky headquarters in Moscow.