Hekmatyar earned his bloody nickname for laying siege to the capital while premier during the country's 1992-1996 civil war.
Gulbuddin Hekmatyar, a former prime minister, has returned to mainstream political life after his dormant Hezb-i-Islami militant group signed a peace deal with the government in September.
His convoy to the capital on Thursday, comprising of several hundred vehicles, mainly pickup trucks equipped with machine guns, was greeted by hundreds of onlookers, including supporters bearing the green party flag and flowers.
A controversial figure, Hekmatyar earned his bloody nickname for laying siege to the capital while premier during the country's 1992-1996 civil war.
Hekmatyar returned to public life on Saturday at a gathering in Laghman province, two hours east of Kabul.
As it progressed through the city Thursday, his convoy was joined by hundreds of cars of supporters bearing flags over their windows, singing the national anthem or chanting "Welcome to Kabul, Honourable Hekmatyar" in Pashto.
He is later set to travel to the presidential palace to meet and shake hands with President Ashraf Ghani.
Hekmatyar is the latest in a series of controversial figures that Kabul has sought to reintegrate by granting judicial immunity for past crimes.
The peace agreement inked in September marked a symbolic victory for the government, which has struggled to revive peace talks with the more powerful Taliban.
But it has sparked revulsion from human rights groups and residents of the capital who survived the civil war.
In the week ahead of his return, huge billboards sprang up around the city but were quickly covered in paint or mud, testament to the polarising nature of the peace deal.
Hekmatyar's bombardment of Kabul during the 1990s inflicted some of the worst damage in more than 40 years of war, destroying one-third of the city and killing tens of thousands of civilians.