Sakhnin is a member of the Left Front, whose leader, Sergei Udaltsov, has been under house arrest since February. He is accused of inciting political unrest and risks a long prison sentence.
Other representatives of the left opposition are also involved in legal proceedings after taking part in a high-profile demonstration against Russian president Vladimir Putin.
"For a long time I prepared myself to go to prison and to share my friends' destinies, but in the last moment I realised that it would not be a brave sacrifice to hand myself over to the police," Sakhnin told Radio Sweden.
"On the contrary, it would help crush the movement. I can be of more use to my comrades here in Sweden."
Sakhnin described the Left Front as the main target of the Russian government's attack on the political opposition and claimed that he is certain he would be arrested and imprisoned if he were to return to Russia.
Sakhnin said he chose to seek asylum in Sweden because there is a long history of leftist politics here.