"[Babchenko] showed up at Gritsak's news conference on Wednesday and thanked everyone who was mourning his death", AP reported.
The Committee to Protect Journalists in NY said on Twitter that "Ukrainian authorities should conduct a swift and thorough investigation" into Babchenko's death.
Ukrainian police had said the Babchenko was gunned down as he opened the door of his flat in Kiev last night by an assassin who had been waiting for him in a stairwell.
The journalist apparently did not tell his wife that the murder had been staged. His family was not informed of the plan either, leading him to add: "Special apologies to my wife, Olechka, there was no other option".
Babchenko's wife found him bleeding at the apartment on Tuesday and called an ambulance, but he died on the way to a hospital, a police spokesman said.
Babchenko, one of Russia's best-known war reporters, has spoken and written about leaving Russian Federation because of threats he and his family faced and finally relocated to Ukraine, according to AP.
Babchenko fought with the Russian army in Chechnya in the 1990s and went on to cover conflicts in Georgia's breakaway region of South Ossetia and Ukraine before leaving Moscow after a campaign of harassment past year.
In February 2017, writing for Britain's The Guardian newspaper, Babchenko said: "I can tell you what political harassment feels like in [President Vladimir] Putin's Russian Federation".
However, the journalist has appeared at a news conference in Ukraine.
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Police said he had multiple gunshot wounds on his back.
Even after he moved to Kiev, the journalist supposedly continued to be threatened.
The movie-like twist came as Gritsak convened the news conference to announce that the security agency and the police had solved Babchenko's reported slaying.
Pro-Kremlin activists unleashed a campaign of harassment against Babchenko, forcing him to flee Russian Federation previous year.
Ukrainian Prosecutor General Yuri Lutsenko lashed out Wednesday at Ukrainian politicians and civil groups who accused the government following Babchenko's faked assassination of allowing contract killings to happen.
Babchenko was an outspoken critic of the Kremlin, speaking out against Russia's annexation of Crimea and against Russian involvement in Syria.
"I believe it to be more than a provocation against Russian Federation".
Mr Babchenko served in the Russian army and fought during the first separatist war in Chechnya during the 1990s.
A former war correspondent, he worked in Kiev as a presenter on Ukraine's channel ATR TV.