The former New England Patriot was originally due in court for a probable cause hearing where prosecutors would have to prove that a crime was committed and that Hernandez committed the crime. However, a grand jury returned the indictment before the hearing.
The indictment charges Hernandez with murder, carrying a firearm, possession of a firearm, possession of a high capacity firearm and two counts of possession of ammunition.
According to TMZ, Hernandez mouthed "I love you" to his family as he sat down in the court room.
The 23-year-old player was arrested for Lloyd's murder in late June after a jogger found his dead body dumped in an industrial park near Hernandez's house, and police found that keys in Lloyd's pocket were from a car rented in Hernandez's name.
Another hearing has been set for next Friday.