"It is precisely because of this reason that they have created this mess. They will keep me very busy in the next few days on this case," he said.
The controversy emerged on Saturday, when a government aide filed a police complaint accusing Anwar of sodomising him.
Anwar, rejecting the sodomy accusation as "a complete fabrication", on Monday filed a defamation lawsuit against the aide.
The legal action is to clear Anwar's name amid a scandal that could tarnish his political aspirations of becoming prime minister, his lawyers said.
Anwar had taken refuge in the Turkish embassy in Kuala Lumpur, claiming his safety was in danger and accusing the government of trying to thwart his rising political clout.
He left the embassy on Monday after insisting the government must guarantee his safety.
Earlier, Malaysia's foreign minister accused Turkey of meddling in Malaysia's internal affairs by giving refuge to an opposition leader.
Rais Yatim was quoted in local media as saying Turkey's actions were "very questionable", adding that said Anwar was being sought for a criminal investigation and therefore does not qualify for diplomatic protection.
Wan Azizah Wan Ibrahim, Anwar's wife and president of the opposition Keadilan party, described the new sodomy accusation as an attempt at "political murder".
Sodomy is outlawed in Malaysia and carries a maximum 20 years jail sentence.
A similar accusation of sodomy, which Anwar claims was a trumped up charge, led to his sacking as deputy prime minister and subsequent arrest in 1998.
He was jailed for sodomy and corruption but the sodomy conviction was later overturned.
The corruption conviction however barred Anwar from holding political office until April 15 this year.
Police are awaiting results of medical tests on Anwar's accuser.
Abdullah Badawi, the Malaysian prime minister, denies that his government had any responsibility for the aide's accusation, saying there was no conspiracy "to cause [Anwar] trouble or harass him or raise such issues to undermine him".
Anwar has recently been stepping up a campaign to unseat Abdullah, saying he is in a position to engineer enough defections from the ruling coalition.