Human rights groups say that Ethiopian security forces have killed scores of people in recent weeks as authorities crack down on a wave of anti-government unrest in two key regions, central-western Oromia and Amhara in the north.
BBC World TV presenter Piers Edwards called the protest an "extraordinary moment", while the Washington Post's Kevin Sieff said on Twitter it was "the bravest act of the 2016 Olympics". Plenty of others took to social media to praise the Ethiopian.
Lilesa finished the marathon in a time of two hours, nine minutes and 54 seconds, but after the race, had no interest in talking about his sensational performance.
The 26-year-old is Oromo, making him part of the largest ethnic group in Ethiopia. Protests have broken out in recent months over the government's plan to expand the capital of Addis Ababa and reallocate land in Oromo, which would displace much of the population.
"The Ethiopian government is killing the Oromo people and taking their land and resources so the Oromo people are protesting and I support the protest as I am Oromo," Lilesa told the press.
"Oromo is my tribe ... Oromo people now protest what is right, for peace, for a place.
"In the last nine months, more than 1,000 people died.
"And others charged with treason. It's a very dangerous situation among Oromo people in Ethiopia."
According to the Washington Post, Ethiopia's state broadcaster did not air footage of Lilesa finishing the marathon.