Navalny, the leading foe of President Vladimir Putin, was convicted a week ago of fraud and given a suspended sentence of 3½ years.
He was kept under house arrest pending appeal.
Claiming that it was illegal to keep him under house arrest after conviction, Navalny announced yesterday that he had cut off his monitoring bracelet with a kitchen knife.
Today, he wrote on his website that he had been stopped after buying milk, and posted photos taken by his wife showing him walking back to the apartment, milk carton in hand, accompanied by the three men.
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A lawyer and popular blogger, Navalny rose to prominence with his investigations of official corruption and played a leading role in organizing anti-Putin demonstrations in Moscow in 2011 and 2012 that drew hundreds of thousands.
Navalny first violated the terms of his house arrest last week to attend a protest triggered by his conviction.
As he approached the rally, he was picked up by police, who drove him home and blocked him from leaving his apartment.
"What a price for milk!" he wrote. The same liter of milk that he bought for 45 rubles before his house arrest began in February now costs 75 rubles, Navalny said.