An Abuja High Court had on Thursday, refused an ex-parte application brought by Melaye, to order the removal of police blockage on his residence.
The embattled Senator and his colleagues, who came to his residence to show solitary, headed to the police headquarters.
Melaye came out of hiding one day after human rights lawyer, Femi Falana, advised him to surrender.
The lawmaker was accused of culpable homicide, an allegation he denied.
Accusing the Kogi state government of being behind his ordeal, Melaye had vowed not to succumb to intimidation.
“There is a deliberate attempt by the Kogi state government to kill me, to destroy me. I have written the inspector-general of police (IGP). My international passport is with the Nigerian police, I have a court order that it should be released to me but the IG has refused to honour the court order.
“If the police that is supposed to maintain law and order cannot obey court order, how do they expect citizens to obey court orders? As I speak to you, my security detail has been withdrawn since April and it is all in a deliberate attempt to expose me, so that I will be killed and destroyed.
“The same SARS from Kogi that shot at me are the same SARS in the photograph occupying my compound and 80 percent in mufti. I thought that recently that there was an instruction that SARS should wear uniform… I am in seven different courts and anyone that they will do will be number eight. I’m not afraid to be arraigned because my hands are clean and I know the God I serve will deliver me,” Melaye had told journalists on the day of the police invasion.