Scores of Muscovites, many holding white roses, defied authorities by gathering at Lubyanka Square, despite temperatures of minus 14 Celsius.
Police pushed protesters from the precinct and shoved some into vans two hours into the Saturday rally following warnings it would be broken up.
"By the end it was rough," Nikolai Svanidze, a member of the Kremlin-linked human rights council told Dozhd television.
News that makes sense
Your trusted source for staying up-to-date with the world around you. Get free daily news updates and analysis, straight to your inbox.
Police said around 40 people had been detained.
"The unsanctioned action has now been thwarted and serious provocations were prevented," police said in a statement.
Navalny, possibly the most charismatic figure in the protest movement, was detained a day after investigators launched a new criminal probe against him for suspected fraud.
"It's raving mad. (They) simply snatched me from the crowd," Navalny tweeted from inside a police van.
Police also arrested Sergei Udaltsov, the leader of leftist group the Left Front, and activists Ilya Yashin and Ksenia Sobchak,
the daughter of Putin's late mentor Anatoly Sobchak.
"One of the policemen mentioned that we had criminal intentions," Yashin told Echo of Moscow radio by telephone from
detention.
The prominent figures arrested all noted that the police vans holding them had been equipped with webcams to keep close watch on
their behaviour.
Police put the turnout at around 700 people, over 300 of them journalists and bloggers, but an AFP correspondent said the number of the protesters appeared to be significantly higher.
People laid white lilies, carnations and chrysanthemums at the Solovetsky Stone, a monument to victims of Stalin-era purges adorning the square, as a helicopter hovered overhead.
The opposition movement is hoping to maintain momentum despite internal divisions between liberals, leftists and nationalists and the authorities' tough crackdown on dissenters since Putin's return to the Kremlin in May.
Smaller rallies were held in several cities across Russia including Putin's hometown of Saint Petersburg, where about 1200 people gathered for a sanctioned march.
