Zelaya told CNN he arrived at the Brazilian embassy in Tegucigalpa after a 15-hour trip from Guatemala.
"I have returned so that dialogue can carry on in my own land and in my own city," he told the U.S. broadcaster. "I hope that in the next few hours we'll be able to communicate with the coup plotters. For the moment, thanks to (Brazilian) President (Luiz Inacio) Lula ... we have protection here."
Zelaya urged Honduras' armed forces to let the dispute over his removal from office be settled through peaceful means, saying of the soldiers, "They're members of the pueblo. We look for immediate dialogue. ... Our position is peaceful, it always has been."
Organization for American States Secretary General Jose Miguel Insulza confirmed that Zelaya was in the Brazilian embassy and urged "the actors involved in this process" to remain calm, calling on Honduras' de facto government to "make themselves responsible for the security of President Zelaya and of the Brazilian Embassy."