"The right-wing movement is not dead and will live on... Losing is part of the electoral process... I’m not saying there was fraud, but the process was biased," Bolsonaro said in an interview with The Wall Street Journal, adding he would work with supporters in Congress and local governments to promote what he called pro-business policies, fight abortion, gun control, and other policies that contradict family values.
Bolsonaro said he is innocent of any wrongdoing and welcomed an investigation into attacks on government buildings in Brazil in January.
"I wasn’t even there, and they want to pin it on me!" the former president told the media, adding he condemned the attacks at the time and said it was wrong to think of the attacks as an attempt to overthrow Lula's government.
"Coup? What coup? Where was the commander? Where were the troops, where were the bombs?" he said.
Bolsonaro also said he still did not make a decision whether to run for the presidency again, saying the job was "much harder" than he imagined and acknowledging that legal actions against him could follow.
"A prison order can come from nowhere," the ex-president said.
Lula won the Brazilian presidency in October, beating Bolsonaro, whom Lula has compared to former US President Donald Trump.
In January, supporters of Bolsonaro stormed several government buildings in Brazil as part of demonstrations against the election outcome. The situation has been compared to Trump supporters delaying election certification results by storming the US Capitol on January 6, 2021.
Bolsonaro has since lived in the US and applied for a visa to stay in the country amid lawsuits in Brazil. In his first speech in the US since leaving office, Bolsonaro said he would "not give up" on Brazil and will take the moment to "recharge."
Lawyers representing Bolsonaro have denied there was any evidence that he committed a crime related to riots, the reports said.