Russian dissident Mikhail Khodorkovsky arrives in Switzerland

Khodorkovsky was pardoned and released from a Russian prison on December 20 after spending 10 years in jail after a fraud and tax evasion conviction.

Less than a week after his release, Khodorkovsky was granted a Schengen visa -- which allows him to travel throughout the European Union -- by Swiss authorities.

Khodorkovsky "is grateful for the principled positions taken by the Swiss authorities over the many years of his unjust imprisonment," read the statement. "Swiss judicial authorities were quick to recognise the politicised nature of Mr. Khodorkovsky's prosecution."

According to the statement, "the purpose of his visit is a family matter, as he and his wife are accompanying their two sons back to school in Switzerland." Khodorkovsky has two twin sons studying in a Swiss school.

Khodorkovsky and his wife traveled by train from Berlin, where they have been since Khodorkovsky's release.

After Russian President Vladimir Putin's December pardon, the country's Supreme Court will take a second look at cases against Khodorkovsky, state-run news agency RIA Novosti reported. The court cited the European Court of Human Rights' criticism of the tax evasion and fraud case.

The statement said Khodorkovsky has not made plans for permanent residency in Switzerland.

Russia has faced international criticism for its treatment of Khodorkovsky, once Russia's richest man, with countries including the United States accusing it of selective prosecution and abuse of the legal system.

Khodorkovsky's release was one of dozens, part of Putin's new amnesty law that some critics have described as a public relations campaign ahead of the Winter Olympics in Sochi.

In past statements to CNN, Khodorkovsky has said his prosecution was part of a Kremlin campaign to destroy him and take control of Yukos, the oil company he built from privatization deals of the 1990s.