Chile's government on Wednesday asked Cuba for an "exhaustive investigation" into the death of a Chilean executive in Cuba who worked for Max Marambio, a former top Cuban spy whose business empire is under investigation by Cuban authorities.

The death of Robert Baudrand, the top executive in Cuba of Alimentos Rio Zaza, a food processing company jointly owned by Mr. Marambio, a Chilean businessman, and the Cuban government, is the latest twist in a murky saga surrounding Mr. Marambio, a Fidel Castro protegé who became one of Cuba's top businessmen but who appears to have fallen from grace with the Castro regime.

Chilean-born Max Marambio, a former spy, owns businesses in Cuba.

Cuba has been investigating Mr. Marambio's businesses and Mr. Baudrand, though it was unclear what the probe concerned, Chile's foreign ministry said. "We only know that they are doing this investigation but we, at least, do not know of any specific charge that has been formulated against the companies or against Mr. Baudrand, Chile's foreign minister, Alfredo Moreno, told reporters in Santiago Wednesday. While Mr. Baudrand hadn't been detained, "he had had to go to see the police a number of times," Mr. Moreno said.

Chile said it had been informed last week that Mr. Baudrand was prohibited from leaving the island, and called in the ranking Cuban diplomat in Santiago for an explanation.

Mr. Baudrand was found dead in Havana on Tuesday, Chile's government said. It was awaiting an autopsy to determine the cause of death.

Mr. Marambio, who lives in Chile and frequently visits Cuba, said in a statement Wednesday that news of the death of Mr. Baudrand had been "received with pain and consternation."

To read full Wall Street Journal story — Go Here Now.