Neymar thanked supporters after appearing at a Rio de Janeiro police station to give testimony for an investigation linked to the allegation of rape brought against him.
The 27-year-old is accused of raping a woman in a Paris hotel on May 15, which he has vehemently denied.
On Sunday, Neymar posted an Instagram video in which he claimed the allegations were an attempt to "extort" him.
The Brazil international revealed private messages he said were exchanged between himself and the woman, which included intimate photos.
The Computer Crime Investigation Office (DRCI) in Rio opened an investigation following the release of the pictures and the Paris Saint-Germain star was summoned to answer questions.
"I would like to thank you all for your support, the messages I've been getting, my fans," Neymar told reporters as he left the police station on Thursday.
"I'm feeling their love, I can only thank them all."
Neymar's lawyer, Maira Fernandes, briefly addressed the gathered crowd, adding: "[We want] to prove the innocence of our client.
"We're very confident about [reaching a positive conclusion]."
Neymar arrived in a wheelchair and used crutches to walk after damaging his ankle in Brazil's friendly win over Qatar in Brasilia on Wednesday, an injury that forced him to pull out of the upcoming Copa America.
