Mr de Menezes was killed the day after the 21 July 2005 failed bombings
Jean Charles de Menezes warned two cousins not to be in "the wrong place at the wrong time" hours before he was shot by police, an inquest has heard.
The Brazilian telephoned the two women, with whom he had shared a London flat, to check on them after the failed 21 July 2005 bombings, jurors were told.
Another cousin told the inquest the 27-year-old had no reason to fear police.
Mr de Menezes was shot dead in July 2005 by police in London who mistook him for a would-be suicide bomber.
Vivian Figueiredo, who grew up with Mr de Menezes in Brazil, said in a statement that her cousin had become concerned after the London suicide bombings of the 7 July 2005 and the failed attacks of 21 July.
Jean said we needed to pray and hope not to be in the wrong place at the wrong time. That was in fact the last conversation I had with him
Vivian Figueiredo Cousin
"I felt quite scared. I felt that London was beginning to become a dangerous place to live. I was wondering where we should live.
"Jean said we needed to pray and hope not to be in the wrong place at the wrong time. That was in fact the last conversation I had with him."
Mr de Menezes was killed after he boarded a train at Stockwell Tube station in south London.
Firearms officers mistook him for missing failed suicide bomber Hussain Osman on 22 July, the day after Osman and three other men failed in suicide bombing attempts.
'Searched'
In the statement, read out during the third day of the inquest, Ms Figueiredo also revealed her cousin had been stopped and searched by police at Brixton Tube station in south London less than a month before he was shot.
Patricia da Silva Armani, another cousin who lived with Mr de Menezes, said the family was not told he was dead until a day after the shooting.
Why would he be scared of the police?
Patricia da Silva Armani Cousin
"I thought he was in police custody and I did not realise it was the Stockwell shooting," she said. "When police started speaking I could not understand a lot of what was being said.
"Then I made the connection with the news. My head started spinning and my stomach was turning."
Another cousin, Alex Pereira, said Mr de Menezes had been stopped by police up to four times but the encounters did not bother him and he had no reason to fear the police.
The 31-year-old said when his cousin had dealings with UK officers, he had found them "very polite".
"We came from Brazil and it is very common for police to stop people there and even police carry a gun in Brazil so it does not scare us," Mr Pereira said.
"Why would he be scared of the police?"
Dream of better life
Mr de Menezes' dream had been to travel to America or the UK, in the belief that living abroad "would bring a better life for everybody", his cousin said.
He sent money home to his family and girlfriend Adriana, who had a child from a previous relationship. His cousin was so happy in England that Mr Pereira thought he would try to stay there permanently.
On Tuesday, jurors retraced his final steps, including where he was shot dead by police. They also visited the flat where he lived in Tulse Hill, south London.
On Monday - the first day of the 12-week inquest into Mr de Menezes' death - jurors were told firearms officers made a split-second decision to kill him.
Coroner Sir Michael Wright, sitting in a courtroom at the Oval cricket ground, said the two officers were "convinced" Mr de Menezes was about to detonate a device on the Tube.
Advertisement
Jury members arrive at Stockwell tube station
The two firearms officers - identified only as Charlie Two and Charlie 12 - will give evidence in public for the first time later in the inquest.
The jury will consider whether or not Mr de Menezes was unlawfully killed.
There have been five inquiries relating to the death and its aftermath, including a criminal trial.
In 2007, an Old Bailey jury found the Metropolitan Police guilty of breaching health and safety laws, after hearing about the events leading up to Mr de Menezes being shot.
This page is best viewed in an up-to-date web browser with style sheets (CSS) enabled. While you will be able to view the content of this page in your current browser, you will not be able to get the full visual experience. Please consider upgrading your browser software or enabling style sheets (CSS) if you are able to do so.
Bookmark with:
What are these?