Dr Besigye sought medical treatment in Kenya after being injured when he was arrested during a protest Uganda is facing a potential political showdown after opposition leader Kizza Besigye returned to the country on the day President Yoweri Museveni is due to be sworn in for a fourth term.
Security is tight, especially on the 40km (25 mile) road between the capital, Kampala, and Entebbe airport.
Dr Besigye sought medical treatment in Kenya after being injured when he was arrested over anti-government protests.
He is a former ally of Mr Museveni, who has been in power since 1986.
Dr Besigye left Uganda, but returned in 2005 with the introduction of multi-party politics.
The BBC’s Will Ross in Uganda says huge numbers of opposition supporters have surrounded Dr Besigye’s convoy, which is moving slowly towards Kampala, with the opposition leader and his wife waving to the crowds from an open-top car.
Our correspondent says the convoy is moving so slowly that it might not have reached the capital by the time visiting dignitaries, including several African heads of state, want to head the other way to the airport after Mr Museveni’s inauguration.
This opposition show of force is exactly what the government had been hoping to avoid on the day Mr Museveni is sworn in, our reporter says.
There are concerns that the police could use violence to disperse Dr Besigye’s supporters.
On Tuesday, they sprayed pink paint to disperse demonstrators in Kampala and at least nine people have been killed in recent weeks, according to Human Rights Watch.
Dr Besigye had been due to return on Wednesday, but says he was prevented from doing so – this was denied by Uganda’s authorities.
On his arrival in Entebbe, Dr Besigye told the BBC that he would not be attending the inauguration of a “fraudulent president”.
Security has been tight in Kampala all week Dr Besigye says he was cheated in February’s election, although he mustered only half as many votes as Mr Museveni.
The opposition has since been involved in “walk-to-work” protests over the rises in the cost of food and fuel.
John Nagenda, a senior media adviser to President Museveni, told the BBC Network Africa programme that Dr Besigye is trying “to win on the street what he didn’t win with the ballot box”.
The government accuses Dr Besigye of trying to organise an Egypt-style uprising. He has been arrested four times.
The two used to be close allies, with Dr Besigye serving as Mr Museveni’s personal physician when they were fighting President Milton Obote’s government in the early 1980s.
Dr Besigye had a role in government when Mr Museveni took power, but they fell out about 10 years ago.
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