Lula led the election polls so far, despite accusations that he had accepted bribes from a major oil company, Petrobras. Lula was alleged to have been given juicy government construction contracts, including the use of a luxury beachside apartment.
He later exited on foot, was taken into custody and driven to the Congonhas airport in the state capital Sao Paulo, from where he is to fly to Curitiba, capital of southern Parana state.
After supporters blocked his vehicle, Lula left the headquarters of the Metalworkers' Union here in Sao Paulo state on foot at around 6:45 p.m. (2145 GMT).
A judge then gave him until 5:00 p.m. local time (800 GMT) Friday to turn himself in, but Lula missed the deadline.
"I will get out of this stronger and innocent, for I will prove (that) they were the ones who (had) committed crimes. I have no way to repay the respect and gratitude you have dedicated to me," Lula said.
"If it was up to me, I wouldn't go (to the police), but I am going because if I don't, they will say 'Lula is fleeing or Lula is hiding,'" he said.
Former President of Brazil Luiz Inacio Lula da Silva reacts during a mass in memory of his wife Marisa Leticia in front of the headquarters of the Metalworkers' Union in Sao Bernardo do Campo, in the outskirts of Sao Paulo, Brazil, on April 7, 2018. Brazil's ex-president Luiz Inacio Lula da Silva turned himself in to federal police on Saturday, after supporters tried to prevent him from handing himself over to the authorities. (Xinhua/Rahel Patrasso)
On Thursday, he lost his latest appeal to avoid a 12-year prison sentence for corruption, ending his hopes of running for re-election in October.
With Lula no longer on the run, the chances of right-wing candidates winning the elections increase significantly, as the left has no other contender nearly as strong as Lula, according to political analysts.
The event, which was technically a religious service in honor of his late wife, whose birthday was on April 7, became a magnet of support to the former president.
Prosecutors claimed that the apartment was a gift from the company, though they never presented evidence proving his ownership, according to Lula's legal team.
In the end, Lula told supporters to keep fighting, saying that "We are an idea. And they cannot arrest the dream."
Lula had spent the last two nights in the building, where he began his political career as a union leader.
Earlier on Saturday, Lula participated in a massive political rally in the city and spoke to thousands of supporters for almost an hour.
Following the nearly hour-long speech, his supporters locked hands and surrounded the union building to block his departure and prevent the police from entering.
In his 55-minute-long speech, he reiterated his innocence and admitted that he did not want to turn himself in but was finally convinced by aides and advisers that evading justice would not be a good option.
Later, Lula was seen getting into a car that was presumably going to take Lula to the police, with his lawyer Cristiano Zanin.
Parana is where prosecutors have led Brazil's wide-reaching investigation into graft involving state oil giant Petrobras and other companies. Code named Operation Car Wash, the investigation has led to numerous high-level arrests.
SAO BERNARDO DO CAMPO, Brazil, April 7 (Xinhua) -- Brazil's ex-president Luiz Inacio Lula da Silva turned himself in to federal police on Saturday, after supporters initially tried to prevent him from handing himself over to the authorities.
He also criticized the elite in Brazil, reiterating that his arrest is nothing more than a move to remove him from the presidential elections, which will be held in October.