Death of supporter
Zelaya also lamented the death of one of his supporters who was shot during a protest last week.
The man died of his injuries early on Saturday, as efforts to resolve the crisis over the June 28 coup remained stalemated.
Roger Vallejo, a teacher participating in a rally blocking a road leading out of the capital, Tegucigalpa, died of a bullet wound to the head after two days in a hospital's intensive-care unit, two nurses there said.
It was the second death in the aftermath of a widely criticised military coup that exiled Zelaya and installed Micheletti, the former head of Congress.
It was unclear how long Zelay, who briefly crossed into Honduras last month before returning to Nicaragua, would remain at the border.
Micheletti, the head of a de facto government installed after the coup, said he was keeping a strong military and police presence on the southern border to counter potential armed action by Zelaya supporters in the area.
The interim leaders have said Zelaya will be arrested if he enters Honduran territory.
The deadlock in Honduras, an impoverished exporter of coffee and textiles, centers around Micheletti's refusal to let Zelaya return to finish his term as president, as requested by Costa Rican President Oscar Arias, who is acting as mediator.
Arias, a Nobel Peace Prize winner, has made little progress in resolving Central America's worst political crisis in nearly two decades.
The coup has also tested Barack Obama, the US president, as he tries to define his relationship with the region.
Zelaya, an ally of Hugo Chavez, the socialist Venezuelan president, has been in exile since he was captured by the army on June 28 and accused of violating the constitution by pushing to lift the country's presidential term limits.
The deposed leader's term was due to expire in January.