The former marine, who refuses to wear clothes in public, had spoken warmly about the prospect of seeing his teenage children upon his release on Tuesday.
However, BBC News reports that Gough has been arrested again by Fife Constabulary in Townhill near Dunfermline at around 2pm today (July 20).
Gough has been arrested walking out of the gates of Perth Prison before, but this time he was allowed more time to change his ways.
However, the 53-year-old refuses to "compromise" his nakedness.
He said: "To conform with everyone else is the easiest way, but when you conform, you compromise your principles. I am not going to give up. Stay naked is the word."