Throngs of people in Rawalpindi for a rally and carried flags and placards.
They were exhorted to live without concern for mortality by the former cricket star.
Earlier this month, an incident occurred that resulted in one death and numerous injuries as Mr. Khan presided over a related event.
The former Prime Minister underwent surgery after suffering a right leg injury. He has claimed that the attack in Wazirabad was planned by members of the current administration.
Authorities have denied the charge and released a video that allegedly depicts a confession from the lone suspect in the shooting.
Mr. Khan claimed on Saturday that “three criminals” were awaiting to try his life once more.
But he warned his followers not to be scared by threats of violence, saying that “fear turns an entire nation into slaves.”
In his speech, he also acknowledged his mistakes as premier in combating corruption, stating he “failed to put the powerful under the law.”
The event was held at Rawalpindi, which is home to Pakistan’s powerful military.
The gathering was referred to be the culmination of Mr. Khan’s “long march,” which consisted of a number of rallies during which he called for early elections.
Authorities had set up barriers and encouraged him to cancel the event in advance due to the possibility of violence.
A glass shield that is bulletproof was being installed on the stage by workers.
After failing a vote of confidence in parliament, the former international cricket player was dismissed from office earlier this year. Later, he lost his eligibility to serve in public office.
He is charged with failing to adequately disclose information about gifts, including Rolex watches, rings, and cufflinks, that he received and auctioned off while in office.
Mr. Khan claims the allegations against him are politically motivated and rejects any misconduct on his part.
Since being removed from office, he has criticised Pakistan’s government and the country’s strong military leadership loudly.
Mr. Khan continues to enjoy great popularity throughout the nation and draws sizable crowds to his rallies.
Political violence has a long history of being fatal in Pakistan. In the most well-known incident, former Prime Minister Benazir Bhutto was killed in 2007 at a gathering of the general population.