State television aired footage of a man calmly taking a work by Russian landscape painter Arkhip Kuindzhi off the wall at Moscow's Tretyakovka gallery before carrying it through a room filled with visitors.
In the second serious security incident at the gallery in the past eight months, the gallery said the painting was snatched at around 6pm (1500 GMT) on Sunday during opening hours.
The painting, depicting the Ai-Petri mountain in Crimea, was completed between 1898 and 1908.
The Russian interior ministry said a 31-year-old man was detained in a village outside Moscow.
An image grab taken from a video footage released by the Russian Interior Ministry on January 28, 2018, shows a man, stealing a famous painting by Arkhip Kuindzh during an exhibition at the Tretyakov Gallery in Moscow on January 27, 2018. - Russian authorities said they arrested a man on January 28, 2019 suspected of stealing a famous painting by a 19th century artist from a Moscow museum in broad daylight a day earlier. In the second serious security incident at the city's Tretyakov gallery in the past eight months, a work by Russian landscape painter Arkhip Kuindzhi was stolen at around 6pm (1500 GMT) during opening hours on Sunday, the gallery said. (Photo by Handout / Russian Interior Ministry / AFP)
The man told police he hid the painting on a construction site, from where it was recovered, it said in a statement.
Police are working to establish if he had any accomplices.
"At the time of the theft, the museum's security -- carried out by forces of the National Guard and the museum's security service -- was working normally," the gallery said in a statement late on Sunday.
"Security measures at the Arkhip Kuindzhi exhibition and all sites of the Tretyakov Gallery have been strengthened," it added.
The theft comes after an incident in May last year in which a visitor at the gallery caused serious damage by attacking a famous 19th-century painting of Ivan the Terrible.
Police arrested a 37-year-old man who used a metal pole to break the glass covering Ilya Repin's painting of the 16th-century tsar killing his son, damaging the work in three places.
The gallery is currently hosting an exhibition with more than 120 Kuindzhi paintings that will run until February 17.
In a description of the exhibition on its website, the gallery calls Arkhip Kuindzhi, who died in 1910, "one of the most memorable figures in Russian painting of the second half of the 19th century."