In his address to PML-N leaders, Sharif appreciated his younger brother and said he was the pride of Pakistan and Punjab as he made the province a model of development.
In his Wednesday night speech in Rawalpindi, Sharif called the apex court decision to depose him a "joke" and an insult to voters.
A group of PML-N supporters, led by the party's Khyber Pakhtunkhwa president Amir Muqam, is on its way to Islamabad/Rawalpindi from Peshawar via the motorway.
Supporters of former Pakistani Prime Minister Nawaz Sharif shout their support as his caravan departs Islamabad, Pakistan August 9, 2017.
Sharif resigned on July 28, shortly after the Supreme Court disqualified him from office following an investigation that concluded that his family could not account for what the court said was vast wealth in offshore companies.
The court also ordered Pakistan's anti-corruption watchdog to register cases against Sharif, three of his children and several aides, including Finance Minister Ishaq Dar.More news: Conte defends decision to allow Courtois to take penalty
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According to Malik Mohammad, a spokesman in Punjab where Lahore is the provincial capital, security arrangements for Sharif's rally have finalized. Shehbaz also defended the rally and said it was the fundamental right of every political party to stay in touch with the people.
"The disrespect of the people's mandate is not acceptable", he said but added that he doesn't seek a return to government but the "respect of the people's vote".
Referring to the security situation in Pakistan, Sharif said he had brought peace to Karachi and Balochistan.
"I am going to my home".
Sharif said he wanted to start a debate, in parliament and public, to discuss why no elected prime minister has complete their full term in Pakistan, which has been ruled by army generals for more than half of its 70-year history.
Not everyone who braved the sweltering heat at the rally in Islamabad supported Sharif, however.
He stepped down almost an year before Pakistan would have participated in the scheduled general elections.