Former prime minister Amadou Ba meanwhile, the presidential camp's candidate in the election, denounced Sonko's "slanderous" attack on him the previous evening.
Sonko and his ally Bassirou Diomaye Faye were greeted by hundreds of supporters after they flew into the coastal resort of Cap Skiring in the Casamance region.
Sonko has endorsed Faye as his coalition's candidate for the March 24 election after he was barred from running himself.
The two political allies travelled from the airport in a black 4x4 vehicle with tinted windows, as the crowd shouted: "Diomaye, president!"
Faye wearing a traditional white boubou, or flowing wide-sleeved robe, was the first to appeared, followed by Sonko in a pale green shirt and cap.
Both raised their hands to salute the crowd of mainly young people.
Sonko will 'bring change'
"We are going to win in the first round, I'm sure of it," one supporter, 26-year-old Malang Sane told AFP, echoing the prediction made by Sonko the previous night in Dakar.
"We have come to welcome our leader (Sonko) who has just got out of prison and is going to bring change," 29-year-old teacher Ibou Diatta told AFP.
"Senegal is like a new car that hasn't been used—and Ousmane Sonko is going to get it running," he added.
Faye sat up front and Sonko behind him as their convoy headed to the Casamance regional capital of Ziguinchor, some 80 kilometers (50 miles) away.
Sonko once served as mayor there and this region is his political stronghold.
The two men were only released late on Thursday evening, to the acclaim of hundreds of their supporters in Dakar.
Sonko was jailed at the end of last July on a string of charges, including provoking insurrection, conspiracy with terrorist groups and endangering state security.
Faye was imprisoned in April 2023, charged with contempt of court, defamation and acts likely to compromise public peace after posting a message critical of the justice system.
Sonko had been vocal in denouncing what he says is government corruption and maintains there was a conspiracy to keep him out of the 2024 election.
But he says he is fully behind the less charismatic and less popular Diomaye Faye.
Ba denounces opposition
Former prime minister Amadou Ba, who stepped down from his post to campaign for the presidency under the banner of Macky Sall's party, denounced comments by Sonko at a Dakar news conference on Friday.
"If he is elected, he will be the president of foreign countries," Sonko had said of Ba, accusing him of having covered up corruption.
A statement from Sonko's team said Ba had "devoted an entire press conference to tasteless defamation and slander."
Ba is currently campaigning in the north of the country.
President Sall himself has already served two terms and is not running again. His mandage as president runs out on April 2.
It was he who proposed the amnesty law that allowed for the release of Sonko and Diomaye Faye, in a bid to ease political tensions.
But it was his last-minute decision in February to defer the presidential vote due later that month and try and push it back to December that sparked the latest crisis.
His decision sparked clashes that left four dead.
The Constitutional Council stepped in, forcing him to reset the date to March 24.
For some analysts, oppposition figures such as Sonko and Faye have emerged stronger from their long political struggle with Sall's administration.
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