Viktor Bout, a notorious arms dealer dubbed the "Merchant of Death", praised Russian President Vladimir Putin and backed Moscow's assault on Ukraine.
On Thursday, Bout, who was serving a 25-year sentence in a US prison, was exchanged in Abu Dhabi for American basketball star Brittney Griner.
Speaking to the Kremlin-backed RT channel in an interview released on Saturday, Bout said he kept a portrait of Putin in his prison cell in the United States.
"I am proud that I am a Russian person, and our president is Putin," the former Soviet air force pilot said in the 40-minute interview.
"I know that we will win," he added, saying he was enjoying snow and "the air of freedom" upon his return to Russia.
Bout was interviewed by Maria Butina, who herself served a short prison stint in the United States for illegally acting as a foreign agent for Russia.
Bout, 55, said he "fully" supported Russia's military offensive in Ukraine and would have volunteered to go to the front if he had the "opportunity and necessary skills".
"Why did we not do it earlier?" he said, referring to Putin's decision to launch an offensive against Ukraine in February.
Bout said he had become one of the first victims of the West, noting he had been under sanctions for more than 20 years.
"Everything that happened to me is happening to our country now," he said.
Butina, who now serves as a member of the Russian parliament's lower house, said during the interview that US authorities had thrown Bout in prison "because he is Russian".
Bout, who crossed paths with Griner during their exchange on the tarmac in Abu Dhabi, said he had wished her luck.
"You have to wish everyone luck," he added.
- 'Lost interest in food' -
Bout, who was accused of arming rebels in some of the world's bloodiest conflicts, was arrested in Thailand in a US sting operation in 2008, extradited to the United States and sentenced in 2012 to 25 years in prison.
His notoriety inspired the Hollywood film "Lord of War", starring Nicolas Cage, in which the anti-hero escaped justice.
He said in the interview that he read a lot of books in prison and forced himself to laugh at the beginning of the day to keep his spirits up.
He complained about the quality of food in US prisons, saying he missed the taste of garlic and wood strawberries.
"At some point I've lost interest in food," he said.
"I have lost a lot of weight."
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© Agence France-Presse
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