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6 year oldHe emerged from the union building where he is staying to attend a Mass for his late wife, Marisa Leticia.
Dilma Rousseff, his impeached successor as president, joined him on the stage along with several priests.
Two last-minute appeals to have his arrest warrant suspended have failed.
Lula says the case against him was politically motivated.
A large crowd of supporters are surrounding the union building in the suburb of Sao Bernardo do Campo, where Lula built his trade union and political career.
The former metalworker and trade union activist is an iconic figure for the left in Latin America. He is the first left-wing leader to make it to the Brazilian presidency in nearly half a century.
The authorities stress he is not being regarded as a fugitive, as everyone knows where he is.
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.
Minutes before the deadline, his lawyers lost a bid to keep him out of jail while he appealed against his conviction.
By Katy Watson, BBC News, Sao Bernardo do Campo
These past 24 hours have captivated Brazil. Helicopters have been circling the metalworkers' union building where Lula is with his supporters, broadcasting every move for viewers across the country.
As Friday went on the crowds got bigger. The deadline came and went, and the thousands of Lula fans waiting outside carried on regardless - chanting their support for a man many say was the best president Brazil ever had.
What happens now though is unclear - even for a country used to complicated political sagas, this is uncharted territory. Will he go willingly, or could he - and his supporters - put up a fight? There is concern that Lula's demise could yet turn violent.
Lula served as president from 2003-2011. Despite a lead in opinion polls ahead of October's election, he remains a divisive figure.
While he was in office, Brazil experienced its longest period of economic growth in three decades, allowing his administration to spend lavishly on social programmes.
Tens of millions of people were lifted out of poverty thanks to the initiatives taken by his government and he left office after two consecutive terms (the maximum allowed in Brazil) with record popularity ratings.
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.
Supreme Court Justice Edson Fachin rejected Lula's appeal on Saturday, a day after his appeal to the Superior Court was declined.
The two courts did not re-examine Lula's conviction, only whether legal procedures were followed correctly and his constitutional rights were observed.
Ordering his surrender on Thursday, Judge Moro said the former president would have a separate cell with its own toilet in Curitiba.
He would not be handcuffed if he came quietly, the judge promised.
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