Workers Party chief Gleisi Hoffmann pleaded with supporters to let him exit.
Protests both in support of and against the former president flared throughout the country over the weekend.
Police vehicles surrounded the building, raising the fears of clashes.
Instead, he hunkered down with supporters in the same metallurgical union that was the spiritual birthplace of his improbable rise to power in one of the world's most unequal countries. Moro is the main judge presiding over Brazil's "Car Wash" corruption investigation and has gained global recognition for holding some of Brazil's most powerful politicians accountable in the scandal.
"We're here to give Lula strength to resist", said Maria Aparecida Mattos, 49, who said she qualified for assisted housing as a single working mother under one of Mr. da Silva's flagship programs.
"I don't forgive them for giving society the idea that I am a thief", he continued.
"They don't want me to take part", he said. "The more days they leave me (in jail), the more Lulas will be born in this country".
When he stepped out to attend a street mass on Saturday morning, the crowd chanted: "Free Lula, free Lula!" His supporters then blockaded the building to prevent him from leaving. In a court document, he wrote that Lula should not be handcuffed and would have a special cell in the southern city of Curitiba.
Lula da Silva has strongly denied any wrongdoing.
" I hope this is the start of a new era", said Nicolas Nunes, 30, an investment banker in Sao Paulo. Last year, the conservative leader became the first president in Brazil's history to be charged with corruption.
Supreme Court Justice Edson Fachin rejected Lula's appeal on Saturday, a day after his appeal to the Superior Court was declined. Former president Dilma Rousseff and several of Lula's former cabinet members were present, as well as leftist presidential hopefuls.
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But the country is deeply polarized and many others decried the legal process against him as political persecution by those who resented the redistribution of resources that occurred under the rule of his Workers' Party. In 1980, during the military dictatorship, he was arrested in Sao Bernardo do Campo for organizing strikes.
"My talks with the PSB have led to an understanding that allows me the comfort of having more time to reflect on a final decision on running", Barbosa said in a statement. He left office with an approval rating higher than 80 percent. "The question is whether he can maintain the activism of his supporters from behind bars".
Earlier, da Silva's defense team reportedly reached a tentative deal with the federal police so that he would not be taken to prison on Friday.
Alckmin lamented the prison order against a former president but added in a Twitter message: "I believe this reflects an important change underway in Brazil: the end of impunity".
Lula before speaking to supporters on April 7.
Workers' Party leaders insist that da Silva, 72, would still be the party's candidate in October.
Technically, the fact that he will be jailed does not keep him off the ballot. He could appeal such a decision, though doing so from jail would be complicated.
Over the last four years, Brazilians have seen near-weekly police operations and arrests of the elite, such as former Odebrecht chief executive Marcelo Odebrecht.
Investigators uncovered a major scheme in which construction companies essentially formed a cartel that doled out inflated contracts from state oil company Petrobras, paying billions in kickbacks to politicians and businessmen.
"I am the only human being to be put on trial for an apartment which does not belong to me", he said.
Lula da Silva, who governed Brazil from 2003 to 2011, was considered a front-runner in this October's elections.