The comments from the Russian opposition leader were written with a heavy dose of humor, and seemed intended to assuage concerns among allies after his three-week disappearance.

Aleksei A. Navalny, Russia’s most prominent opposition leader, published a letter on Tuesday describing an arduous transfer to his new penal colony in the Arctic, the first time his supporters had heard from him in three weeks.

Mr. Navalny’s comments, posted on his social network accounts and written with a heavy dose of irony and humor, highlighted his good spirits and seemed intended to assuage concerns among allies who had grown anxious about his health and status since his sudden disappearance from the public eye on Dec. 5.

“I am your new Father Frost,” Mr. Navalny wrote, referring to the Russian version of Santa Claus. “I have a sheepskin coat, a hat with earflaps; I should get felt boots soon, and I have grown a beard during the 20-day transit.”

But, he added, “The main thing is that I now live above the Arctic Circle.”