Donald Trump claimed on his Truth Social network that he would be arrested on Tuesday due to illegal leaks from the Manhattan district attorney's office.
The prosecutor is investigating payments made to women who claimed to have had sexual encounters with the former US President.
There has been no public announcement of the grand jury's secret work in the case, including any potential vote on whether to indict him.
A representative for Trump did not respond to calls for comment.
Danielle Filson of the district attorney's office "will decline to confirm or comment" on questions pertaining to his post, as well as potential charges.
Trump urged his followers to protest and take the nation back, continuing to repeat unproven claims that the 2020 presidential election was stolen from him.
These quotes illustrate how sources differ in their characterisations: The Chicago Sun-Times reported that Trump offered no evidence or information about a direct arrest plan, while The Times of Israel added that messages left with the district attorney's office were not immediately returned.