He was appearing for the first time at the inquiry, which is investigating allegations that he oversaw a web of corruption during his term in office.
His supporters cheered when he entered the building.
Mr Zuma, 77, was forced to resign as president in February 2018.
He was replaced by his then deputy Cyril Ramaphosa, who promised to tackle corruption in South Africa. Mr Ramaphosa described Mr Zuma’s nine years in office as “wasted”.
The allegations against Mr Zuma focus on his relationship with the controversial Gupta family, which was accused of influencing cabinet appointments and winning lucrative state tenders through corruption.
He has also been accused of taking bribes from logistics firm Bosasa, run by the Watson family.
They all deny allegations of wrongdoing.
“I have been vilified, alleged to be the king of corrupt people,” Mr Zuma told the inquiry led by Judge Ray Zondo.
“I have been given every other name and I have never responded to those issues,” he added.
Zuma on the ‘conspiracy’ against him
He lashed out, in detail – and with fury – at what he said was a decades-long conspiracy against him.
He implied that the UK and US had been – and still were – part of an elaborate plot to discredit him, even as he tried to bring about political and economic change in South Africa.
Mr Zuma alleged that former government minister Ngoako Ramatlhodi, who gave damning evidence against him, was part of the plot.
Other foreign trained agents had tried to poison him, Mr Zuma said, without naming them.
In an interview with South Africa’s privately owned News24 website, Mr Ramatlhodi denied being a spy.
He was prepared to undergo a lie detector test, and would challenge Mr Zuma to do likewise.
On the eve of the hearing Mr Zuma was in a good mood. He tweeted a video of himself laughing at the chant “Zuma must fall!”