The roadshow via the iconic Grand Trunk Road, which links a large part of South Asia from Bangladesh to Afghanistan, comes despite security threats, drawing thousands of supporters on its way to the provincial capital of Punjab.
A bomb blast in Lahore killed two people on Monday. An explosive device went off in a truck parked on the route the rally was planned to take in Lahore.
The procession also comes after the Supreme Court on July 28 disqualified Sharif for not disclosing the salary he did not receive from his son's company, revealed by the Panama Papers scandal and also ensnared his children in corruption allegations.
The 370-km journey began around noon from Islamabad. But the procession was moving at an unusually slow pace, reaching the garrison city Rawalpindi, a 20-minute trip, in four hours.
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Minister of State for Information Marriyum Aurangzeb said nearly 2,800 vehicles accompanied the rally in Islamabad and thousands of supporters waited for Sharif in Rawalpindi.
Reports said Sharif would stay put in Rawalpindi tonight as he has not covered even a third of the distance in the city so far.
Sharif, 67, held a meeting with his successor, Prime Minister Shahid Khaqan Abbasi, cabinet ministers and party leaders before embarking on the long journey earlier today.
He has not visited Lahore, his hometown, since his ouster from the government. The former prime minister also planned to deliver speeches at key places during the journey.
The general elections in Pakistan is due next year.
Sharif has brushed aside the concerns and told party leaders it was vital to inform supporters about the circumstances under which he was ousted, party sources said.
A five-member apex bench had found Sharif "unfit to hold office", ruling that he had been "dishonest to the parliament and the courts in not disclosing his employment in the Dubai- based Capital FZE company in his 2013 nomination papers."
Sharif is expected to address a rally in Lahore, the scheduled of which has not been announced yet.
Sharif's travel plan has upset his rival Imran Khan, who in a press conference, has alleged that Sharif was disgracing the court by challenging its decision through the roadshow.
"It is strange that a man who has been disqualified is planning to...Tell people he is innocent," said the cricketer- turned-politician and chief of the opposition Pakistan Tehreek-i-Insaf party.
Meanwhile, Canada-based cleric of Pakistani-origin Tahir-ul-Qadri returned to Lahore ahead of the rally. He has criticised Sharif's roadshow.