According to this article at theGuardian, Kaspersky labs have been compromised by Russian intelligence.
My guess is that they are not the only company in the world.
Wired.com also covers the story.
As a response Checkpoint have released a SK118539 on how to disable and remove Kaspersky Labs components from Checkpoint Security Gateway.
In case that you are responsible for the security, you may need to consider disabling the Kaspersky Labs components.
This covers Anti-Virus Deep Scan, Anti-Virus Archive Scanning, or Traditional Anti-Virus.
The suggestion is to enable Threat Emulation blade as a replacement.
My opinion is that the TE blade is far superior to the traditional AV components, so this might be a good chance to test it.