The 48-year-old previously said the baptism was an "opportunity to leave the past behind and be reborn in Christ's name".
It comes months after Brand was accused of rape and sexual assault by several women during the height of his fame between 2006 and 2013 - which he has strongly denied.
The accusations first surfaced in a joint investigation by the Times, the Sunday Times and Channel 4's Dispatches.
Brand, who starred in films including Forgetting Sarah Marshall and Get Him To The Greek, told Fox News host Tucker Carlson that the allegations were "very hurtful", adding: "I deny any allegations of the kind that have been advanced."
On Monday, Brand explained how his former drug use left his desire for "tranquillity and peace and even transcendence" unfulfilled.
"I got baptised and it was an incredible, profound experience," he said in a video shared on social media.
"Something occurred in the process of baptism, that was incredible, overwhelming, literally overwhelming because I was obviously underwater, and it was the River Thames.
"So, I felt change transitioned.
I got baptised!!!! — Russell Brand (@rustyrockets) And… pic.twitter.com/c1JamCk49xApril 29, 2024
"Now of course, even though it's been less than 24 hours in the interim period, I've already felt irritation, I've got three children, I've got a job, I've got challenges, I still live in the world.
"But I feel as if some new resource within me has switched on."
Brand said there were "incredible and bizarre incidents" that took place during the ceremony, which felt "serendipitous and laden".
"I already feel incredibly blessed, relieved, nourished, held. It's been an incredible experience," he said.
"I know that I'm not expected to be perfect and I know that that's not something I'll be able to deliver - those of you that have embraced me, I'm so grateful.
"I can't tell you how happy I feel and how relieved I feel."
Brand said that he is learning and will make mistakes, adding "this is my path now".
8°C