A group of police and special forces came to the Moscow office of Open Russia, a rights network led by Khodorkovsky, and searched the premises for protest flyers, Khodorkovsky's spokeswoman Kulle Pispanen wrote on her Facebook page.
"As we're preparing for the phone-in, masked men came to the office," Pispanen wrote. "They are looking for posters and flyers for a protest on April 19 that we were not planning to participate in and which has been cancelled."
Open Russia is Khodorkovsky's network of activists and journalists which aims to discuss alternatives to Putin's rule and is heavily critical of his policies.
The organisation is run out of central Moscow while Khodorkovsky himself lives in Switzerland following his release from prison after a presidential pardon from Putin in late 2013.
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Open Russia posted a scan of the search warrant on its website. Police said they received a tip-off that the group was producing "materials containing extremist calls" ahead of the planned protest.
Employees of Open Russia wrote on social networks that the search was conducted by seven anti-extremism officers and 10 riot police armed with automatic rifles who were not letting them make phone calls.
The search began just as Putin was starting his annual televised question and answer session, which usually lasts for several hours and dominates all media coverage.
Khodorkovsky, once Russia's richest man who owned oil company Yukos, spent 10 years in prison due to two controversial convictions for embezzlement and fraud, which his supporters said were politically motivated.