Sharif, 63, flew from Lahore to Rawalpindi with close aides before driving to Islamabad to attend the session of the National Assembly or lower house of parliament.
Speaking briefly with the media at the Rawalpindi airport, Sharif expressed his satisfaction at the "peaceful transition" ushered in by the May 11 general elections.
He thanked God for giving an opportunity to the people of Pakistan to bring about a change through elections.
"God willing, there will be more peaceful transitions in future, with governments coming and going through the people's votes. What can be a better method than this?" he said before getting into a white SUV to be driven to Islamabad.
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Newly elected lawmakers will take oath on the first day of the session of the National Assembly.
This will be followed by the election of the Speaker and Deputy Speaker on June 3 while the election of the premier will be held on June 5.
The last PML-N government led by Sharif was ousted in a military coup led by former army chief Pervez Musharraf in 1999.
Sharif was arrested and subsequently sent into exile to Saudi Arabia.
He returned to Pakistan in 2007 but was barred from contesting the 2008 general election.