Khodorkovsky, who was accompanied to the court by his business partner Platon Lebedev, also on trial, appeared calm and smiled to well-wishers as he was taken to court.
The Reuters news agency said police detained about 10 Khodorkovsky supporters outside the court as they shouted: "Freedom to political prisoners, freedom to Mikhail Khodorkovsky".
Khodorkovsky, once one of Russia's richest men, is said to have irritated the Kremlin by openly funding opposition political parties, breaking an informal agreement between Vladimir Putin, the former president, and Russia's oligarchs.
The former oil tycoon has said he is the victim of corrupt officials who feared his political ambitions and wanted to carve up his business empire.
Neave Barker, Al Jazeera's correspondent in Moscow, said some people believe the trial is a deliberate attempt to keep Kremlin critics silent.
"Those who know him insist the former Kremlin insider is now a political prisoner - jailed for using his wealth to finance political parties opposed to former president Vladimir Putin," he said.
"But Khodorkovsky's opponents claim he got what he deserved, for using dubious and allegedly criminal methods to buy up the nation's natural resources after the collapse of the Soviet Union."
Legal test case
Khodorkovsky's lawyers said his case will test promises to reform Russia made by Dmitry Medvedev, Russia's president.
Medvedev has demanded a clean-up of the Russian court system and has criticised high-level corruption.
Robert Amsterdam, a defence lawyer for Khodorkovsky, said "The fact that the Russian president has denounced legal nihilism puts this process in a different context to the last process, where the Russian president was saying things quite different to that."
"This case of immense importance because of what it will say to all of us about where Russia is going," he said.
With the financial crisis hitting Russia hard, many analysts say the authorities are fearful of letting Khodorkovsky out of jail, lest he became a figurehead for Russia's disparate opposition forces.