The 46-year-old Congress party leader was detained as he crossed into the volatile region in central India by bike, having ditched his car to avoid detection by local authorities who denied him permission to visit.
Gandhi, the scion to the Nehru-Gandhi dynasty that ruled India through its Congress Party for decades, almost reached the epicentre of farmer riots that have roiled the area in recent days, but was stopped and held by police.
"Rahul Gandhi has been bailed out of the jail," Manoj Kumar Singh, the police chief in the bordering Neemuch district, told AFP.
Thousands of farmers in the state governed by Prime Minister Narendra Modi's Bharatiya Janata Party (BJP) have for days been calling for loan waivers and a floor price for crops as economic and weather conditions pinch profits.
The strikes turned violent Tuesday and five farmers were killed by police gunfire.
Gandhi -- forced to shout to reporters as police led him away -- blamed Modi for the farmers' deaths.
Madhya Pradesh is one of several largely agricultural Indian states that have suffered disappointing rains and crop failures in recent years.
More than 1,600 farmers killed themselves in Madhya Pradesh in 2016, official figures show.
India has nearly 260 million farmers and farm labourers, and agriculture accounts for 17 percent of the gross domestic product.
Rahul Gandhi almost reached the epicentre of farmer riots that have roiled the area in recent days, but was stopped and held by police.
Indian police on Thursday briefly arrested leading opposition figure Rahul Gandhi as he tried to reach farmers striking in Madhya Pradesh, where five protesters were earlier killed in clashes.
