Russian opposition leader Alexei Navalny on Tuesday said he was "fine" after a "pretty exhausting" 20-day transfer from his prison near Moscow to a penal colony beyond the Arctic Circle.

Navalny's supporters said on Monday that the Kremlin critic, whose whereabouts had been unknown for more than two weeks, was now in the penal colony in Russia's far north and had been visited by his lawyer.

"Don't worry about me. I'm fine. I'm totally relieved that I've finally made it," Navalny wrote on X. "I'm still in a good mood, as befits a Santa Claus," referring to his winter clothing and beard.

The US State Department said it remained "deeply concerned for Mr. Navalny's wellbeing and the conditions of his unjust detention".

Navalny mobilised huge anti-government protests before being jailed in 2021, after surviving an assassination attempt by poisoning.

He has spent most of his detention at the IK-6 penal colony in the Vladimir region, some 250 kilometres (155 miles) east of Moscow. 

A court last August extended his sentence to 19 years on extremism charges, and ruled he be moved to a harsher special regime prison that usually houses particularly dangerous prisoners.

Navalny posted on X that he arrived at the Arctic penal colony on Saturday and was visited by his lawyer on Monday.

"I didn't expect anyone to find me here before mid-January," he wrote, adding that he had seen little of his surroundings except for a snow-covered adjoining cell used as a yard and a fence outside his window.

"Unfortunately, there are no reindeer, but there are huge fluffy, and very beautiful shepherd dogs," he said.