Alexei Navalny has returned to Moscow from Kirov, where a judge convicted him of embezzlement, in a case widely condemned as political.
The court ruled on Friday he could go back to Moscow until the appeal.
The jail term has been criticized by the US, EU and human rights groups.
Alexei Navalny told a crowd of supporters at Yaroslavsky station on Saturday that “we are going to stand in the elections and we will win”.
He was accepted as a candidate in the September 8 mayoral poll shortly before he was found guilty of embezzlement and there had been some doubt over whether he would run.
The anti-corruption activist said he would take part in campaigning for the election as long as it was possible.
A number of riot police were at the station and security forces were deployed in the surrounding area, Interfax news agency reports.
Hours after his conviction was announced in Kirov on Thursday, thousands of protesters took to the streets of Moscow in an unsanctioned demonstration.
President Vladimir Putin’s spokesman Dmitry Peskov has since warned activists not to hold any more protests without official approval.
Asked late on Friday whether there was any chance of Alexei Navalny being pardoned, Dmitry Peskov told reporters: “A convict first has to admit his guilt.”
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