"The world will witness the power of the Pakistani nation tomorrow (Tuesday)," Dawn online quoted Khan as saying at a protest rally on Monday night.
He said the march would take place at any cost and would cross all security barriers - even if it costs lives.
Khan added that the government would be responsible for any bloodshed.
He has also pleaded to the Islamabad police not to engage in violence while he and his supporters march on to the Red Zone.
The anti-government march led by Khan was started on Thursday from the eastern city of Lahore and the marchers arrived in Islamabad in nearly 36 hours.
Khan has demanded Prime Minister Nawaz Sharif's resignation and for new elections to be held as last year's polls were rigged.
A religious anti-government leader, Tahir-ul-Qadri, who heads the Pakistan Awami Tehrik (PAT) or Peoples Movement, has also held protest rallies in Islamabad against Sharif.
On Sunday, Khan appealed to the people to stop paying utility bills and taxes to the current government, accusing Sharif of plundering the national wealth to enrich his business empire.
Khan has also warned The International Monetary Fund (IMF) and World Bank not to grant loans to the Pakistan Muslim League-Nawaz (PML-N) led government.
Addressing the sit-in participants, Khan also invited overseas Pakistanis to join the civil disobedience movement and suspend remittances.