Sarkozy was convicted last month for having financed his presidential campaign in 2007 with financial support from Libya.
Shortly after arrival at the prison, the former president wrote on X that he is innocent.
"It is not a former president who is being imprisoned today, but an innocent man," he wrote on X. "I am sure that the truth will prevail."
Sarkozy is to serve a five-year sentence and according to Reuters he will thus become the first former French leader to be imprisoned since Nazi collaborator Marshal Philippe Petain after World War II.
Sarkozy's lawyers stated that the former president will be kept separate from all other prisoners for security reasons. The lawyers also announced that a request for release has been submitted immediately.