In Moscow, riot police were seen beating and dragging away protesters.
Navalny, President Putin's most high-profile critic, called for protests after his arrest last Sunday.
He was detained after he flew back to Moscow from Berlin, where he had been recovering from a near-fatal nerve agent attack in Russia last August.
On his return, he was immediately taken into custody and found guilty of violating parole conditions. He says it is a trumped-up case designed to silence him.
OVD Info, an independent NGO that monitors rallies, said about 2,500 people had been detained, more than 900 of them in Moscow alone. The Kremlin has not commented.
The unauthorised demonstrations were held from Russia's Far East and Siberia to Moscow and St Petersburg. Protesters ranged from teenage students to elderly people who demanded Mr Navalny's release.
At least 40,000 people joined a rally in central Moscow, Reuters news agency estimated. Observers say this was the largest protest in the capital since the demonstrations of 2019. But Russia's interior ministry put the number of protesters at 4,000.
In the city's Pushkin square, some protesters chanted "Freedom to Navalny" and "Putin go away!" One woman told she had decided to join the demonstration because "Russia has been turned into a prison camp".
Lyubov Sobol, an aide of Navalny who had already been fined for urging Russians to join the protests, tweeted a video of police roughly pulling her away from an interview with reporters.