Naik, 53, is facing charges of money laundering and hate speech in India, where authorities last year accused him of “promoting enmity and hatred between different religious groups in India through public speeches and lectures”.
The preacher has been living in Malaysia, where he has permanent residency.
Naik said in a late Saturday speech in Kangar, capital of the north Malaysian state of Perlis, that he had never broken any Indian law.
The preacher was known to be close to officials in the previous Malaysian administration, which was unexpectedly defeated in a May general election.
New Prime Minister Mahathir Mohamad in July said he would not be deported. Indian media has reported that India has sought his extradition.
A doctor by training, Naik will be delivering more lectures at universities and a mosque on the speaking tour. His wife, Farhat Naik, will address women in separate speeches.