In the opening moments of “Navalny,” the Oscar-winning 2022 documentary about the Russian opposition leader Aleksei A. Navalny, the director Daniel Roher asks his subject a dark question.

“If you are killed — if this does happen — what message do you leave behind to the Russian people?” the voice asks from behind the camera.

Navalny’s ice-blue eyes narrow just a little, and he sighs. “Oh, come on, Daniel,” he says in heavily accented English. “No. No way. It’s like you’re making a movie for the case of my death.” He pauses, then continues. “I’m ready to answer your question, but please let it be another movie, Movie No. 2. Let’s make a thriller out of this movie.”

“And in the case I would be killed,” he concludes with a wry smile, “let’s make a boring movie of memory.”

On Friday, according to Russian authorities, Navalny, one of President Vladimir V. Putin’s harshest critics, died in a federal penitentiary in the Arctic Circle. The official story released Friday morning was that he had lost consciousness while taking a walk in the yard. Navalny’s chief of staff, Leonid Volkov, publicly doubted the reports, writing on X, “If this is true, then it’s not ‘Navalny died,’ but ‘Putin killed Navalny,’ and only that. But I don’t trust them one penny.”