Captain Moussa Dadis Camara has not been seen in public since the shooting
Guinea's junta leader has been taken to Burkina Faso after six weeks in Morocco being treated for a bullet wound.
Eyewitnesses said Capt Moussa Dadis Camara, who was shot by an aide last month, had to be helped off the plane.
Burkina Faso officials say he will recuperate there, but did not explain why he has not returned to Guinea.
Opponents of military rule in Guinea, in turmoil since a December 2008 coup, said Capt Camara should stay out of politics for a while.
Ba Ouri, deputy leader of the United Democratic Forces, told the BBC that "agitators" in Capt Camara's entourage were trying to use him to pursue their own interests.
Capt Camara was receiving medical treatment in the Moroccan city of Rabat after being shot in the head on 3 December.
Burkina Faso President Blaise Compaore is mediating in talks between opposition groups and the junta.
One of his advisers told the Associated Press that Capt Camara had travelled to the country "to finish his medical treatment".
By Caspar Leighton
Burkina Faso is not a surprising destination for Capt Moussa Dadis Camara given the Burkinabe leader's mediation role. What it means for negotiations between the two sides is less clear.
The man who has been in charge for the last six weeks, Gen Sekouba Konate, has made it clear that he wants to steer Guinea towards elections. His recent offer to accept an opposition prime minister was made after a visit to Capt Camara last month, so it might be assumed that what he saw and heard then left him able to make some conciliatory moves.
Meanwhile, the International Criminal Court is investigating UN allegations that Capt Camara bears direct responsibility for September's stadium killings.
Morocco is not a party to the Rome Statute that established the ICC. Burkina Faso is and would in theory be obliged to arrest the Guinean leader if a warrant was issued.
AFP news agency quoted another aide to Mr Compaore saying that Capt Camara, who had not been seen in public since the attempt on his life, was "lucid and speaking".
After a recent visit to Capt Camara, Guinea's interim leader Sekouba Konate said his life was not in danger.
Western diplomats have been putting intense pressure on the country's junta to restore power to civilian rule, some suggesting that Capt Camara should not return to Guinea because it would destabilise the country.
International condemnation followed a crackdown by the security forces on pro-democracy protesters at a rally in September.
And a recent UN report held Capt Camara responsible for the brutal suppression.
On Tuesday, the UN West African envoy warned that Guinea's conflict could spill over into the region if left unaddressed.
Said Djinnit told the UN Security Council he was encouraged that Guinea's interim military leader General Konate had begun talks with opposition parties about a transition to civilian rule.
But Mr Djinnit stressed it was crucial that this be accompanied by reform of the security forces.
He urged the UN and others to respond to Gen Konate's call for support to train and reorganise the army.
"It's a new situation. The ball is in our court," he said.
A renegade soldier, Lt Toumba Diakite, said he shot Capt Camara after he was told to take the blame for a massacre in September.
Rights groups say more than 150 people were killed when the military opened fire on protesters in a stadium in Conakry on 28 September.
Capt Camara led a military coup hours after the death of long-time ruler Lansana Conte in December 2008 and had initially promised to guide the country back to civilian rule.
But he soon dropped hints that he would stand for president himself, which led to September's pro-democracy rally.