Haradinaj has already been tried and acquitted twice for war crimes by the Hague based U.N. tribunal for former Yugoslavia (ICTY).
“Freedom fighters always do what is right and just,” he wrote on Facebook.
Haradinaj resigned last week as prime minister after being summoned by the war crimes court.
He left Pristina in the afternoon on a private plane belonging to Foreign Minister Behgjet Pacolli, RTK reported.
He is expected to be interrogated by the special tribunal on Wednesday.
Created in 2015, the tribunal is in charge with investigations of the crimes allegedly committed by the Kosovo Liberation Army (KLA) against Serbs, Roma and ethnic Albanian political opponents during and after the 1998-99 war.
The tribunal is part of the Kosovo judiciary but composed of international judges and based in the Hague to ensure the protection of witnesses.
In a January interview, Haradinaj told AFP that he would respond to a possible summoning, but also that “there is a fatigue in Kosovo with this tribunal”.
“I always responded to (requirements) of national and international laws (but)… I also have my dignity”, he said at the time.
Observers in Kosovo say he could be held accountable for having failed to prevent crimes committed by KLA members under his command.
Haradinaj was the commander of the ethnic Albanian guerrillas in the Western Kosovo region of Dukagjin, where heavy fighting and rampant abuse of civilians occurred on both sides during the war.
The last conflict in the former Yugoslavia between the pro-independence KLA and Serbian armed forces claimed more than 13,000 lives, of whom some 11,000 were ethnic Albanians.
Serbian troops were forced to withdraw from the breakaway territory after a three-month NATO bombing campaign.
Two decades later, Belgrade still does not recognize independence of its former southern province.
According to media reports, some 30 former KLA members have been summoned by the special tribunal, but not a single indictment has been issued yet.