France's ex-president Nicolas Sarkozy became the first former head of an EU state to be jailed on Tuesday, again proclaiming his innocence as he entered a Paris prison.

The right-wing leader from 2007 to 2012 was found guilty last month of seeking to acquire funding from Moamer Kadhafi's Libya for the campaign that saw him elected.

The 70-year-old, who has appealed the verdict, left his home on Tuesday morning and after a short drive entered the La Sante prison in Paris.

Christophe Ingrain, one of Sarkozy's lawyers, said a request had been immediately filed for his release pending an appeal but he would still spend at least "three weeks to a month" behind bars.

Convicts shouted from their cells "Welcome Sarkozy!" and "Sarkozy's here!", AFP reporters heard.

In a defiant message posted on social media as he was being transferred, Sarkozy denied any wrongdoing.

"It is not a former president of the republic being jailed this morning, but an innocent man," he said on X. "The truth will prevail."

Two security officers will accompany Sarkozy in prison and are stationed in a neighbouring cell, three sources told AFP, confirming a report by broadcasters TF1 and LCI .

Sarkozy was handed a five-year prison term for criminal conspiracy over a plan for late Libyan dictator Kadhafi to fund his electoral campaign.

After his September 25 verdict, Sarkozy had said he would "sleep in prison – but with my head held high".

Dozens of supporters and family members stood outside the former president's home from early Tuesday, some holding up framed portraits of him.

"Nicolas, Nicolas! Free Nicolas," they shouted as he left his home, holding hands with his wife, the singer Carla Bruni.

Sarkozy is the first French leader to be incarcerated since Philippe Petain, the Nazi collaborationist head of state who was jailed after World War II.

He told Le Figaro newspaper he would be taking with him a biography of Jesus and a copy of "The Count of Monte Cristo", the famed novel in which an innocent man is sentenced to jail but escapes to take revenge.

Sarkozy is likely to be held in a nine square metre cell in the prison's solitary confinement wing to avoid contact with other prisoners, prison staff told AFP.

In solitary confinement, prisoners are allowed out of their cells for one walk a day, alone, in a small yard. Sarkozy will also be allowed visits three times a week.

Bruni and one of his lawyers visited him on Tuesday evening.

"The first day in prison is terrible, but he got through it," lawyer Jean-Michel Darrois said. (AFP)