LONDON, July 18 (Reuters) - The European Union threw its weight behind Britain on Wednesday in a row with Russia over its refusal to extradite a man suspected of killing a former KGB agent in London last year.

Britain increased existing tensions between Russia and the West by announcing on Monday it was expelling four Russian diplomats to show its mounting frustration with Moscow's lack of cooperation over the murder of Alexander Litvinenko.

EU president Portugal urged Russia to urgently cooperate with Britain. "The EU expresses its disappointment at Russia's failure to cooperate constructively with the UK authorities," it said in a statement.

Underlining EU solidarity with Britain, it said the issue "raises important questions of common interest to EU member states," adding that Litvinenko's murder was "a grave and reckless crime."

Relations between Russia and the EU have deteriorated over several issues such as energy policy, Kosovo and Moscow's treatment of European firms operating there.

Russia has yet to respond to Britain's decision to expel diplomats. It was not clear whether the EU criticism of Russia over the case might push Moscow to respond more sharply.

British prosecutors want former Russian agent Andrei Lugovoy to stand trial in Britain for the murder of Litvinenko, a British citizen who became a critic of Russian President Vladimir Putin while living in London.

The agonising death of Litvinenko, who slowly wasted away in a London hospital, grabbed the world's attention because he had been poisoned with the rare radioactive isotope polonium 210 and blamed Putin for his murder.

RUSSIAN RESPONSE EXPECTED SOON

Also on Wednesday, self-exiled Russian businessman Boris Berezovsky, a fierce critic of Putin and friend of Litvinenko, said he too had been the target of a murder plot that bore "all the hallmarks of Russian security service activity".

British police said on Wednesday they had arrested a man in London in June on suspicion of conspiracy to murder in connection with the alleged plot. He was released without charge and handed over to immigration authorities.

Britain's interior ministry declined to comment on the case, but Berezovsky told a news conference he had been told the man had since been deported to Russia.

Berezovsky, who is being tried in absentia in Moscow for theft because Britain has refused to extradite him to Russia, said he had been warned of several plots against his life in recent years. He also blames Putin.

Russia's envoy to Britain said on Wednesday Moscow's formal response to the expulsions by Britain was expected soon.

"I don't think we have long to wait. It may take place today or tomorrow," Moscow's ambassador to London, Yury Viktorovich Fedotov, told BBC radio, adding that any reprisals would not hurt British businessmen, students or journalists.

The expectation in London is that Russia will respond with similar measures to the expulsions -- deemed relatively minor by diplomats given the size of their respective missions.

Russia's constitution prevents the extradition of Russian citizens and Moscow has offered to try Lugovoy. Britain has rejected the offer, saying it fears the trial would not be fair.

"What we want is a UK trial -- in the UK," said a spokesman in British Prime Minister Gordon Brown's office.

The Kremlin has dismissed the accusations Putin was involved and Lugovoy denies any part in the killing of Litvinenko.

Jim Murphy, minister for Europe, said Britain was not planning to extend sanctions against Russia to any other area of cooperation, such as counter-terrorism or trade.

"It's a precise response ... to a very serious crime and a lack of Russian cooperation," he said. "We do not believe the Russians took our concerns with the seriousness they deserve."

(Additional reporting by Sophie Walker, Michael Holden and Luke Baker in London, Axel Bugge in Lisbon)