Police arrested the former marine at Edinburgh Airport.
At the Appeal Court, three justices decided that Gough's case merited a full hearing, on a date to be set. Lord Johnston urged Gough's lawyers to persuade their client that he was "doing himself no good" by continuing to go naked.
Gough has completed two naked walks the length of Britain, with interruptions for arrests and court appearances, in 2004 and 2007.
"There is no law saying 'Thou shalt not go naked,"' Gough said at one of his court appearances in 2004. "All I am doing is dressing how I want to dress and believing what I want to believe."