Flavio Bolsonaro has called himself the "leader of Brazil", despite losing the country's election run-off to incumbent president Luiz Inacio Lula da Silva.
The defeated right-wing candidate has flown to the US and thanked Donald Trump and "the wonderful American people for welcoming me".
The 45-year-old senator said his victory was denied because of an electoral coup d'etat by his left-wing rival, widely known as Lula, and Brazil's Supreme Court.
Mr Bolsonaro claimed there has been a "politically-motivated witch-hunt, intended to hold me hostage".
He did not give any evidence for the alleged electoral fraud.
Lula's victory has been recognised by Brazil's federal electoral court, global leaders, international observers, and Mr Bolsonaro's own party.
The defeated candidate landed in Miami on Wednesday morning after travelling from South America on a private jet.
"Faced with the politicisation of the justice system in Brazil, I brought my family to the United States, where we are safe", Mr Bolsonaro said.
He insisted he did not flee his country and left "so I could be the leader my people deserve".
And he said he would "lead the opposition from here".
Mr Bolsonaro made his comments in an open letter shared with journalists by his allies, Reuters reported.
He later deleted the letter, in which he called himself "president-elect of Brazil", from social media and quickly published a new document calling himself the "leader of Brazil".
Mr Bolsonaro said in the updated version: "I want to say, not only to my 60 million voters but to the Brazilian people, that I am the leader and that the criminals who stole Brazil's election are part of a criminal organisation that has established a tyranny."
Lula won a historic fourth term in a surprise result that defied polls and the left-wing candidate described reports his opponent had left the country as "shameful".
Mr Bolsonaro has refused to concede following defeat in the run-off vote and threatened to attempt to annul the election result.
He was ordered by Brazil's Supreme Court to surrender his passports to federal police as part of a probe into alleged money laundering, which he denies.
But he instead followed his father, jailed former president Jair Bolsonaro, who also fled to Florida after losing the 2022 presidential election to Lula.
Flavio Bolsonaro and his family crossed into Argentina via the Tancredo Neves International Bridge border crossing, before boarding a private flight bound for Ecuador, according to Argentina's migration department.
The senator appeared to be "distraught and fearful" of being arrested after his shock defeat became clear, news outlet O Globo said.
Voting was neck and neck throughout Sunday evening's count, before Lula, 81, pulled away to secure an unprecedented fourth term in office.
With almost 100% of the votes counted, Brazil's electoral court said Lula had secured 51.79% of the ballots cast, to Mr Bolsonaro's 48.21%.
But Mr Bolsonaro refused to accept defeat and asked for the election results to be annulled after voting time had been extended by two hours by a supreme court judge. He said the extension was "unacceptable".
Mr Trump did not endorse Mr Bolsonaro ahead of the vote, but said on Monday the results "looked like another rigged election" without providing evidence.
Lula's victory was all the more remarkable given that Mr Bolsonaro beat him by 2.2 million votes in the first round of the election earlier this month.
(c) Sky News 2026: Flavio Bolsonaro insists he is 'leader of Brazil' despite losing election run-off
Man who stabbed 10 on London-bound train asked passenger 'do you want to die?', court hears
Tommy Robinson found guilty of harassing two MailOnline journalists
Paedophile who sexually abused infant and incited rape of another child jailed
Ban on Drumcree Orange Order parade was lawful, High Court rules
Cruise ship MV Odyssey stranded in Cambodia after 'soaring fuel costs'
Visits to see Sir Ranulph Fiennes 'selective and tightly controlled', says stepson