CHICAGO (CNN) -- Crowded by sign-wielding supporters, former Illinois Gov. Rod Blagojevich made what's expected to his final speech before he heads to Colorado to start a 14-year prison sentence on a corruption conviction.
"This is the hardest thing I've ever had to do," he told the crowd. "But this is the law and we follow the law."
Blagojevich was convicted of corruption in June 2011 after a jury returned 17 guilty verdicts against him. Among other allegations, he was accused of trying to profit as he considered whom to appoint to take Barack Obama's open Senate seat.
Blagojevich called his impending prison stint a "dark and hard journey," and said he should have been more humble.
"We are so grateful and will never ever forget your kindness to us," he told the crowd, which occasionally chanted slogans such as "Free our Governor."
"We are so grateful and will never ever forget your kindness to us."
His wife, Patti, remained cinched under his arm, squeezing back tears as the former governor spoke outside his Chicago home.
"This, as bad as it is, is part of a long and hard journey that will only get worse before it gets better," Blagojevich said, telling his wife that he loved her.
His prison stint begins Thursday.
"Governor Blagojevich has always stood up and stood tall. He hasn't hid. And he has truly enjoyed being out in public. He never considered 'sneaking' out of Chicago and miss an opportunity to say goodbye," his spokesman Glenn Selig said earlier.
"It's difficult to put into words the challenges he and his family now face. But he draws strength from the incredible support he continues to receive from the people of Illinois and beyond."
Blagojevich's past statements have been noteworthy for their bluster, such as a defiant news conference in April 2010 when he called his accusers "liars" and "cowards" and directly challenged a prosecutor.
Blagojevich also accused U.S. Attorney Patrick Fitzgerald of hiding taped evidence that would prove his innocence during that news conference.
"I challenge Mr. Fitzgerald... Why don't you show up in court tomorrow and explain to everybody, explain to the whole world why you don't want the tapes that you made played in court?" Blagojevich said to reporters at the time.
"I'll be in court tomorrow. I hope you're man enough to show up," he added, referring to Fitzgerald.
Prosecutors said court-authorized wiretaps caught Blagojevich offering Obama's Senate seat in exchange for personal gain, including a job with a nonprofit or union organization, corporate board posts for his wife, campaign contributions or a post in Obama's administration.
He expressed frustration, according to prosecutors, that Obama transition officials were "not willing to give me anything except appreciation."
"I've got this thing and it's (expletive) golden, and, uh, uh, I'm just not giving it up for (expletive) nothing. I'm not gonna do it," prosecutors quoted Blagojevich as saying.
Blagojevich also considered appointing himself to the post, mulling whether he might be better off being indicted as a senator rather than governor, and saying contacts he would make in the federal job would benefit him later, according to prosecutors.
Aside from the charges of trying to sell the Senate seat, prosecutors also accused Blagojevich of using his position to obtain financial benefits for himself, his family and his campaign in exchange for jobs, contracts and appointments to state boards to supporters.
They accused Blagojevich of accelerating the scheme in 2008 to accumulate funds before a new state ethics law would have limited his ability to raise money from people and companies that were doing business with the state.
Despite months of professing his innocence in impromptu news conferences, on Twitter and even on Donald Trump's show "Celebrity Apprentice," the ousted Illinois governor did not take the stand in his own defense during his trial.
CNN's Rich Porter contributed to this report.