Several Greek TV channels broadcast his arrival live, showing him leaving a taxi, ducking under the cordon surrounding the building, and turning to the cameras.
"I present myself voluntarily. I have nothing to hide, nothing to fear. The occupation government of the bailout deals has begun unprecedented political persecutions, using so-called independent justice. Nationalism will prevail. Golden Dawn will survive," he said.
Pappas then shouted "Hail Golden Dawn!" and waved as he entered the building.
The five other legislators from the party, which has neo-Nazi roots, have been in custody there since Saturday. Court hearings before a magistrate are scheduled on Tuesday and Wednesday. Pappas, who appeared in court late Sunday, was given until Thursday to prepare his deposition.
Given the seriousness of their cases, the arrested Golden Dawn suspects are expected to be transferred to a prison as they await trial. However, the jailed lawmakers will remain members of parliament and only lose their seats if they are convicted or resign.
The government said it plans to introduce legislation Monday aimed at cutting all state funding to Golden Dawn, which is slated to receive more than 873,000 ($1.18 million) in 2013.
The prosecution was made possible by a report from a Supreme Court prosecutor, Haralambos Vourliotis. The report lays out the allegations against the Golden Dawn leadership, including murder, attempted murder, carrying out explosions, possessing explosives and robbery.
The prosecutor's report says that from the moment Golden Dawn was founded, in 1987, as a neo-Nazi organization, the party structure was paralleled by a military-type operational force whose trained members attacked people, mainly immigrants, based on the party's ideology. The strict hierarchical structure meant the party leadership knew of every local attack and commands flew from the top to local chapters, the report says.
The report mentions that "the wrath against immigrants is not uniform, since, in many cases, they use the latter to sell various items, keeping the lion's share of the proceeds and providing (these immigrants) with protection."
Officially, Golden Dawn has railed against those illegal street vendors, stoking the anger of the public and store owners who have seen their businesses losing customers, with many closing, since the start of Greece's economic crisis.
The report also mentions that in several cases, members of the police have helped Golden Dawn members in their criminal acts, adding that this merits further investigation.
On Sunday, the Brussels-based European Jewish Congress welcomed the crackdown on Golden Dawn, calling it "a long overdue move which will hopefully send a very strong message to neo-Nazis in Greece and across Europe."
In a statement, congress President Moshe Kantor, said: "We congratulate Prime Minister Antonis Samaras on the crackdown ... and hope that the Greek leadership will make this a central part of the European Union presidency, which they will assume in January 2014."
A formerly marginal organization, Golden Dawn won only 0.29 percent of the vote in a 2009 national election in Greece, but saw its popularity explode by capitalizing on public resentment over an influx of illegal immigrants.
Downplaying its extremist roots and presenting itself as a "patriotic" force, the party won public support by patrolling streets, doing the shopping for elderly residents, and collecting back rents for apartment owners with migrant tenants.
During the heyday of Greece's anti-austerity protests in 2011, Golden Dawn members carried Greek flags and loudly blamed migrants and foreign "predators."
Last year's election put 18 Golden Dawn lawmakers in the 300-member parliament, and party members have frequently been suspected of physically attacking immigrants.
