"They have detained me in my building's entrance hall. They are taking me somewhere 'to give explanations,'" Navalny said on Twitter.
Navalny has declared his intention to stand for president in next March's polls, but the electoral authorities have said he is not eligible because he is serving a suspended sentence for fraud.
The 41-year-old anti-corruption campaigner and fearless Kremlin critic was leaving to get a train to the provincial city of Nizhny Novgorod to hold a rally at 6 pm today.
A Moscow police spokesman told Interfax news agency that "Navalny was detained over multiple calls to participate in an unauthorised public event."
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Navalny later wrote on Twitter that he had been taken to a police station but had not been told the reason for his detention.
"I am sitting in a police station. They don't say why I was detained or what they have against me," Navalny wrote.
He linked his detention to the planned rally, saying "The Kremlin sees my meetings with the electorate as a huge threat and even an insult -- after no one goes to their rallies without being paid."
He is gathering supporters at cities across Russia, with recent rallies in the far Eastern cities of Khabarovsk and Vladivostok.
Navalny had been detained before he even arrived at his last two rallies in Moscow on March 26 and June 12, both of which were not authorised by the authorities.
He served sentences of 15 days and 25 days in police cells for organising unauthorised protests.
President Vladimir Putin is widely expected to run in and win the March vote.
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