Navalny and his wife Yulia stepped off an overnight train from the northeastern city of Kirov to hundreds of supporters who chanted his name as dozens of riot police looked on.
"We are going to run and we will win," Navalny said through a loudspeaker to roars of approval from the crowd, many of whom clutching flowers and wearing white T-shirts reading "Navalny" or "Navalny's brother."
"Together we are a huge powerful force and I am glad we have started realising this," he said.
Navalny's conviction and sentencing to five years in a penal colony by a Kirov court on Thursday sparked protests in Moscow and Saint Petersburg from supporters of the charismatic, powerful orator who led unprecedented demonstrations against President Vladimir Putin in 2011-2012.
In an unexpected move less than a day after his sentencing, a higher court in the sleepy industrial city 900 kilometres northeast of Moscow released Navalny from jail pending his appeal of the conviction.
The release shocked Moscow, with many observers describing it as a sign of infighting among the country's ruling elite and uncertainty about how to handle Putin's top, popular opponent.
Some analysts have said the jailing of a high-profile Moscow mayoral candidate during the campaign was a huge embarrassment for the authorities.
