During a 15-minute hearing in Fall River, Hernandez, 24, responded "not guilty" six times, The Boston Globe reported. In addition to first-degree murder, Hernandez faces weapons charges.
Hernandez was arrested after Lloyd's body was discovered in an industrial park not far from the football star's home in North Attleboro, Mass. Investigators say Hernandez, working with two childhood friends from Connecticut, Ernest Wallace and Carlos Ortiz, drove Lloyd, a semi-professional football player, from his home in Boston's Dorchester neighborhood to North Attleboro, where Lloyd was shot in the industrial park.
Lloyd had been a friend of Hernandez, but police believe the two had had a falling out.
Charles Rankin, a defense lawyer, said news reports on the case have relied heavily on unnamed sources.
"We're confident that at the end of the trial Aaron will be exonerated,'' Rankin said.
Hernandez is being held without bail. His lawyers said they were not seeking a change in his status but might apply for bail later.
Bristol County District Attorney C. Samuel Sutter said he would oppose any move for Hernandez's release before trial.
Hernandez, who grew up in Bristol, Conn., was drafted by the Patriots in 2010 after his junior year at the University of Florida. The Patriots released him after his arrest in June.