The Russian mercenary leader, Yevgeny Prigozhin, who led a mutiny that nearly reached Moscow, on Monday, said his forces had not intended to overthrow Russia’s government, and had demonstrated the weaknesses in Russian security.

In the first public remarks released since he was last seen on Saturday night smiling in the back of an SUV as he withdrew from a city occupied by his men, Prigozhin said his fighters had called off their campaign to avert bloodshed.

Prigozhin, in an 11-minute audio message released on the Telegram messaging app, said: “We went as a demonstration of protest, not to overthrow the government of the country.

“Our march showed many things we discussed earlier: the serious problems with security in the country.”

He made no reference to his own present location, two days after he said he was leaving for Belarus under an agreement brokered by that country’s president to end his mutiny.

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Prigozhin shocked the world by leading the armed mutiny, only to abruptly call it off as his fighters approached the capital after racing nearly 1,000 km (600 miles).

Russia’s three main news agencies reported on Monday that a criminal case against Prigozhin had not been closed, despite an offer of immunity having been publicised as part of the deal that persuaded him to stand down.

Mikhail Mishustin, who leads Putin’s cabinet as his appointed prime minister, acknowledged that Russia had faced “a challenge to its stability”, and called for public loyalty.

“We need to act together, as one team, and maintain the unity of all forces, rallying around the president,” he told a televised government meeting.

There was no word about the revolt from Putin himself, who had said on Saturday the rebellion put Russia’s very existence under threat and vowed to punish those behind it.

The Kremlin released a video from him congratulating participants of an industrial forum, containing no indication of when it had been filmed.

In another move apparently intended to convey normality, authorities released a video showing Defence Minister Sergei Shoigu. The mutineers had demanded he be sacked.

The Star