Nonthaburi police arrested Pansak Srithep, 48, shortly after he started his march in Bang Bua Thong district.
The arrest was made after he declined a police offer to give him a ride to Bangkok. Officers managed to overpower him and took him into a police van that quickly sped away.
Pansak, who is part of a group called Resistant Citizens, had planned to walk to Pathumwan Police Station in Bangkok. Police later accused him of violating the martial law that has been in effect since the coup last May. But Pansak refused to acknowledge the accusation in writing.
He was taken to Pathumwan Police Station and was later released without being charged.
In staging the march, Pansak was demanding that his pending case be tried in a civilian criminal court rather than by a military tribunal.
He and three others had been charged with staging an unlawful protest on February 14.