Imran Khan and a small group of his supporters began a march in Pakistan from the capital Islamabad to tribal areas near the Afghan border to protest against drone strikes there by the United States.
About 80 westerners are in the convoy.
Mr Khan, a renowned former Test cricketer who has taken up politics, expects large numbers to join him, but a BBC reporter in Islamabad said it is unclear how far the convoy will be able to proceed.
Pakistani authorities may stop the march before it reaches the tribal areas because of security concerns.
The Taliban has distributed leaflets in Dera Ismail Khan, the city where the marchers are expected to stay the night, saying it would "welcome" them with bombs.
Like many Pakistanis, Mr Khan says the attacks kill large numbers of civilians and fosters support for the insurgents.
