Emma Green Tregaro had been told by Swedish officials that the rainbow gesture, which brought international attention as a protest against Russia's new law against gay "propaganda," could be a violation of the competition's code of conduct.
"It was harder to not paint them in the rainbow than it was to choose to paint them," Green Tregaro said Saturday. "I'm surprised by the big reactions but I'm happy about the big reaction because it's mostly been very positive."
The 28-year-old Green Tregaro won the bronze medal at the 2005 world championships, but she only managed to finish fifth on Saturday at Luzhniki Stadium.
She said the Swedish athletics federation asked her to "please respect the rules" and change the colour of her nails.
"So I decided to paint them red instead, for love," Green Tregaro said.
Green Tregaro's decision on Thursday was a quiet criticism of a Russian law that bans so-called propaganda supporting homosexuality to minors. Russian pole vault star Yelena Isinbayeva later said it showed disrespect to Russia.
The general secretary of the Swedish athletics federation said earlier Saturday that the IAAF, the sport's governing body, had warned them that Green Tregaro may have violated the code of conduct.
"They were saying that this was by definition a breach of the regulations, not saying anything else, really," Anders Albertsson said. "We have informed our athletes about this."
Green Tregaro said that Swedish officials were standing by her.
"But I didn't want the federation to experience any consequences in any way for my choice," Green Tregaro said.
Isinbayeva's criticism of the Swedish athlete's gesture attracted wide attention because she also said she supported Russia's law and that Russians have "normal" heterosexual relations.
In the wake of the attention, Isinbayeva said the next day she may have been misunderstood because she was speaking in English rather than her native language. She also said she is against discrimination.