Malik, who arrived by a Pakistan International Airlines(PIA) flight from Islamabad, faced a volley of questions by newsmen for sharing dais with Saeed, wanted by India in connection with 2008 Mumbai attack.
The separatists leader said he had not invited Saeed, the 26/11 mastermind, at the rally called in Islamabad to protest hanging of Parliament attack convict Afzal Guru last month.
"What's the crime I have committed. I neither invited him nor was I organising the protest rally. I was an invitee myself," said Malik, who was accompanied by S A R Gilani. Gilani was acquitted in the Parliament attack case.
"I wonder why am I being targetted now. I had met Saeed in 2006," he said.
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As he was speaking to reporters, a group of Shiv Sanik activists tried to hit him but the attempt was foiled by the police personnel who had anticipated trouble upon his arrival.
Asked what could be his stand in case he was questioned or detained by police, Malik shot back "let me rot in jail" and repeated JKLF's stand on Kashmir issue.