Don Lemon Smiles, Waves Outside Federal Court in Minnesota for Arraignment

Don Lemon has just arrived at a federal courthouse for his arraignment.

The former CNN anchor showed up at the St. Paul, Minnesota court Friday ready to enter his  plea, which is expected to be not guilty.

Don flashed a smile and gave a wave to onlookers ... but, he kept his thoughts to himself despite the media throwing a few questions his way.

Remember ... Lemon was taken into custody by federal agents in Los Angeles in the days leading up to the Grammy Awards, which he was scheduled to cover.

Federal prosecutors charged Don with one count of conspiracy against the right of religious freedom at a place of worship and one count of injuring, intimidating, and interfering with the exercise of the right of religious freedom at a place of worship after he covered an Anti-ICE protest which took place at a church in Minnesota. Several protesters who were at the event were also arrested.

Don has maintained he was only working the protest as a journalist ... though feds are making the case that he attended the worship service as a collaborator -- not just an onlooker.