Days after Russia’s invasion, Ukrainian intelligence agents left a corpse on a sidewalk in the center of Kyiv with a bullet hole in the back of the skull.

The dead man, 45-year-old banker Denys Kiryeyev, was killed as a traitor. The Security Service of Ukraine—the country’s primary domestic intelligence agency, known as the SBU—shot Mr. Kiryeyev because he was allegedly spying for Moscow, an agency official said.