He was speaking on a stage outside the union building near Sao Paulo where he has been staying during his stand-off with the legal authorities.
Two last-minute appeals to have his arrest warrant suspended have failed.
Dilma Rousseff, his impeached successor as president, joined him on the stage as thousands of supporters applauded.
"I will comply with their warrant," Lula, 72, told the crowd in the suburb of Sao Bernardo do Campo, where he built his trade union and political career.
However, he continued to insist he was innocent, and has said the case against him is politically motivated.
The crowd had gathered for a Mass to commemorate the former leader's late wife, Marisa Leticia.
The former metalworker and trade union activist is an iconic figure for the left in Latin America. He was the first left-wing leader to make it to the Brazilian presidency in nearly half a century.
Lula says his conviction was designed to stop him from running for president in October's poll, which he had been favourite to win.
In an order issued on Thursday, federal judge Sergio Moro said Lula had to present himself before 17:00 local time (20:00 GMT) on Friday at the federal police headquarters in the southern city of Curitiba.
The charges against Lula came from an anti-corruption investigation known as Operation Car Wash, which has embroiled top politicians from several parties.
He was convicted of receiving a renovated beachfront apartment worth some 3.7m reais ($1.1m, £790,000), as a bribe from engineering firm OAS.
The defence says Lula's ownership of the apartment has never been proven and that his conviction rests largely on the word of the former chairman of OAS, himself convicted of corruption.