Greenwald, who maintains regular contact with fugitive former NSA contractor Edward Snowden, flew into New York with filmmaker Laura Poitras to receive a journalism award for their coverage.
Greenwald and Poitras had feared they could be detained upon arrival but told reporters at a Manhattan hotel that, while US officials "deliberately created" a sense of risk, they faced no problem.
Based in Brazil with his partner, who was arrested at London's Heathrow airport and briefly held last August, Greenwald said he wants to travel freely to the United States without fear of harassment.
Greenwald maintains regular contact with the man he and many supporters consider a whistleblower, but who has been branded a traitor and a security threat by several US officials.
"I don't think we could help the US government get to him in Russia," Greenwald said when asked about his contact.
He also warned that the vast trove of documents given to him and Poitras and other journalists by Snowden before he fled to Russia still contain many startling secrets that have yet to emerge.
Poitras, an award-winning American filmmaker based in Berlin, said she had been stopped nearly 40 times over the last six years at US borders but had no problem yesterday.
She said there was a "very real" risk of being subpoenaed.
"The fact that we're here is not an indication that there isn't a threat. We know there is a threat," she told reporters. "The reason we're here is we're not going to succumb to those threats."
Greenwald, MacAskill and Poitras interviewed Snowden last June in Hong Kong, where he first revealed himself after fleeing the United States with his vast stockpile of secret NSA documents.
