Sharif, ignoring security threats, left Punjab House in the capital Islamabad on Wednesday morning for his hometown Lahore.
The rally will cover a distance of about 300km in two days and is likely to reach Lahore by Thursday evening.
Thousands supporting Sharif and his Pakistan Muslim League (PML-N) party thronged the capital to join the rally, setting up camps along the route he is expected to take and address supporters.
“Nawaz Sharif is still our prime minister,” said worker Niaz Ahmad, who wore a lion costume and chanted, “Lion, Lion!” referring to the election symbol of Sharif’s political party.
Sharif stepped down during his third stint as prime minister after the Supreme Court ruled on July 28 that he should be disqualified.
The court also ordered a criminal probe into his family over allegations stemming from the Panama Papers leaks of international offshore companies.
The investigators found that Sharif had for years been the chairman of the board of Capital FZE, a company based in the UAE, without declaring his position.
Sharif told journalists on Monday his removal on “trivial” grounds was a conspiracy, which he would reveal at an appropriate time.
‘Big leader big threats’
Pakistan’s new prime minister, Shahid Khaqan Abbasi, a close Sharif ally, said the former leader was alert to security threats.
“The bigger a leader is, the bigger the threat is,” Abbasi told local media.
Sharif’s ruling PML-N party, which has a solid majority in parliament, elected Abbasi as his replacement within four days.
Party leaders have recently suggested that Abbasi is expected to hold office until the elections that are due next year, a reversal of earlier indications that Sharif’s younger brother Shahbaz would take over the office.
Shahbaz is now likely to replace his brother as party chief, since the former premier can no longer lead a political party, as Pakistani law bars such roles for any convicted or disqualified person.
Source: Al Jazeera and news agencies