Mr Sharif received an official welcome in Jeddah

Mr Sharif's remarks were reported by the Saudi newspaper Okaz, in his first public comments since leaving Pakistan three days ago after being freed by the military authorities.

The surprise move into exile has attracted strong criticism within Pakistan.

Press, politicians and the public attacked the government for letting Mr Sharif go - despite on-going corruption cases against him and convictions on hijacking and terrorism charges.

Medical condition

Before he left Pakistan, Mr Sharif had complained of heart problems.

Mr Sharif's exile took many by surprise

Okaz newspaper said that Mr Sharif would stay in the Red Sea port of Jeddah for a few days before flying to the capital, Riyadh, for medical treatment.

It did not give any other details.

The Pakistani Government has repeatedly said that the decision to allow him to leave was made on humanitarian grounds.

Military spokesman Rashid Qureshi said on Tuesday that Mr Sharif was "mentally shattered".

"We were receiving reports that he was spending his days just staring for hours at the wall," he told the Associated Press.

He said doctors had examined Mr Sharif and diagnosed high blood pressure and a heart problem - although there wasn't any danger of a heart attack.

Bhutto deal out

As speculation grew over the exact circumstances of Mr Sharif's release, the party of former Pakistani Prime Minister Benazir Bhutto said it had rejected any offer of clemency for Mrs Bhutto's husband, Asif Ali Zardari, jailed for corruption in the late 1990s.

A senior member of Mrs Bhutto's Pakistan People's Party (PPP) said the party believed in "struggle, not surrender".

The government has said that the courts will continue hearing allegations against Mr Sharif and any further crimes that are discovered will not be pardoned.

After being overthrown in a coup last year, Mr Sharif was sentenced to life imprisonment on hijacking and terrorism charges.

The military government pardoned and released him, but seized assets worth $5m and several properties.