"The whole world knew where I was", he said.
On February 16, the European court of human rights (ECHR) ruled that Russian Federation risked breaching the European Convention on Human Rights if it did not release Navalny immediately, according to Bloomberg.
Addressing the court just before the verdict on Saturday, Navalny urged his supporters to press on in their fight against corruption, quoting from the Bible and even comparing Putin at one point to the villain from "Harry Potter".
Navalny was given the almost three-year sentence on February 2 for breaching parole terms of an embezzlement conviction while in Germany recovering from a poisoning attack that very almost killed him.
Navalny's case has galvanized the opposition movement in Russian Federation, sparking waves of protest in cities and towns across the country in January.
"The government's task is to scare you and then persuade you that you are alone", Navalny said. "Our Voldemort in his palace also wants me to feel cut off". "Otherwise, you're just an inert chunk of randomly assembled molecules drifting wherever the universe blows you".
Navalny is also unlikely to get an early release as he has been labeled an escape threat, the state-run Tass news service reported Friday, citing a member of Russia's Public Oversight Committee.
Navalny said he was an atheist before but has come to believe in God, adding that his faith helped him face his challenges.
They also want his 2014 sentence turned into real jail time because the alleged defamation took place while he was serving the suspended term.
"We still hope that our interlocutors' common sense approach to the situation will prevail and we will not go further down the path of sanctions pressure, which has already repeatedly demonstrated its inefficiency", Kremlin spokesman Dmitry Peskov told reporters on a conference call.
The court noted that Navalny has contested Russian authorities' argument that they had taken sufficient measures to safeguard his life and well-being in custody following the nerve agent attack.
The Russian government has rebuffed the Strasbourg-based court's demand, describing the ruling as unlawful and "inadmissible" meddling in Russia's affairs.
In the past, Moscow has abided by the ECHR's rulings awarding compensations to Russian citizens who have contested verdicts in Russian courts, but it never faced a demand by the European court to set a convict free.
In a sign of its long-held annoyance with the Strasbourg court's verdicts, Russian Federation previous year adopted a constitutional amendment declaring the priority of national legislation over worldwide law.
Mr Navalny is due to appear in court again later on Saturday for what is expected to be the culmination of a separate slander trial against him.
But he has said his comments were not specifically directed against the veteran, and that the authorities are using the charge to smear his reputation.
A law enforcement officer walks with a dog near a court building during a hearing on Alexei Navalny's appeal of his sentence in Moscow on Saturday.
In a closing address that often broke from his usual sarcastic tone, Navalny referenced the Bible and said he had no doubts about his decision to return to Russian Federation.
Prosecutors have called for Navalny to be fined the equivalent of £9,275 ($13,000) in that case.