Speaking out for the first time since the Supreme Court verdict last week, Sanjay said there were many others who deserved a pardon more than him. The 53-year-old also appealed to the media for privacy.
He said: "I will surrender in the given time of Supreme Court. I have not applied for any pardon. I want to tell the media and the citizens of our country, when I am not going for a pardon, then there is no debate about it."
An emotional Sanjay, who broke down while addressing the media, said he had the highest respect for the court.
"I am a shattered man, my family is shattered. I want to thank whoever has supported us. I have a lot of work to finish and now I want to spend my time with my family...," said the actor, who is married to Manyata and has twins with her.
He was accompanied at the press conference by his sister and Congress MP Priya Dutt.
On March 21, the Supreme Court upheld Sanjay's conviction under the Arms Act in the 1993 Mumbai serial blasts case and sentenced him to five years in jail.
He was asked to surrender in four weeks to serve his remaining term of about three-and-half years as he has already spent 18 months in jail.
Earlier, MP Jaya Prada and former Samajwadi Party leader Amar Singh on Tuesday met Maharashtra Governor K Sankaranarayanan to request him to pardon Sanjay Dutt.
Singh said both the trial court and the Supreme Court had ruled that Dutt was not a terrorist and alleged that the actor was being crucified by a section of the media.
Actor-politician Jaya Prada said, "Sanjay Dutt has been punished. He has reformed. He spread the word of Gandhi."
Veteran actress Jaya Bachchan also expressed her support for Sanjay Dutt and said she would meet the Governor too.
An estimated Rs.100 crore is riding on the Bollywood star who is part of upcoming projects "Zanjeer" remake, "Policegiri", "Munna Bhai 3" and "P.K.".
The actor, who has about three weeks' time to surrender, was at the Kamalistan studio to shoot for "Policegiri". T.P. Aggarwal, producer of "Policegiri", told: "Sanjay Dutt is shooting since morning at Kamalistan Studio for an action sequence. This is a long sequence, which will continue for two more days here. We have almost finished shooting, but eight to 10 days' shoot has been left. We will finish Sanjay's portion."
According to reports, Sanjay will be working in four shifts to finish his professional commitments.
According to a source, the makers of his films "Ungli", "Policegiri" and "P.K" are planning to put up their sets at Filmcity to make things easier for the actor.
Aggarwal said: "I don't know where we will be put up for rest of the shoot, but for sure in some studio."
Several members of film fraternity and some politicians spoke in Sanjay's support.
Samajwadi Party leader Amar Singh and actor-turned politician Jaya Prada Tuesday met Maharashtra Governor K. Sankaranarayanan.
Press Council of India chairperson Markandey Katju Thursday said he would continue to seek pardon on humanitarian grounds for actor Sanjay and Zaibunissa Kazi, both of whom have been sentenced to five years in prison for their role in the 1993 Mumbai bombings.
Clarifying his position after Sanjay's press conference, Katju said: "Sanjay Dutt may not appeal for pardon, but I will appeal for his pardon. I think he deserves pardon."
However, other political parties like the Bharatiya Janata Party and the Shiv Sena opposed the move, saying it would not be fair to pardon Sanjay.