Other people connected to Jean Charles de Menezes fear they too may have been targeted.
Relatives, campaigners and members of the family’s legal team have given police their phone numbers so officers can check whether they were victims of hacking.
De Menezes, 27, was shot dead by counter-terrorist officers hunting would-be suicide bomber Hussain Osman the day after the failed July 21, 2005, attacks on London.
His family said that officers from Operation Weeting, Scotland Yard’s new phone-hacking inquiry, confirmed the mobile phone of his cousin Alex Pereira was found on a list compiled by private investigator Glenn Mulcaire.
Meanwhile, TV presenter Ulrika Jonsson claimed she was tipped off by a News Of The World executive who warned her to be cautious about leaving voicemail messages.
The TV star said she was given a warning about the practice of phone hacking and told not to leave messages.
Jonsson told ITV she “felt very sick” when she learned that someone might have been listening in to her calls.
“Someone warned me not to leave voicemails,” she told the Tonight programme last night, entitled Rupert Murdoch, The Power And The Story.
Pressed by interviewer Alastair Stewart on whether an “editorial executive” had left the message, she responded: “Indeed.”
In addition, glamour model and actress Abi Titmuss is taking legal action against the News of the World after police informed her that her phone may have been hacked.
The former nurse came to prominence in 2003 when she was dating former TV host John Leslie, later launching her own modelling and presenting career.
She joins a number of other celebrities and well-known figures who have begun legal proceedings.
Titmuss, 35, has appointed lawyer Charlotte Harris of legal firm Mishcon De Reya, who is already representing Sky Andrew, Leslie Ash and Lee Chapman among others in their claims.