Speaking to reporters from the dock during a break in proceedings, he said: "I just got found guilty today for murder. I have been found guilty. I accepted that, but I have not committed this crime."
He was found guilty along with Durban brother and sister Hardus and Nicolette Lotter of murdering their parents.
Judge Shyam Gyanda said Naidoo, who was Nicolette's boyfriend at the time, was the mastermind behind the plot to murder the Lotter parents - Maria Magdalena Lotter, 52, and her husband Johannes Petrus "Johnny" Lotter, 53, - in their Durban home on July 19 2008.
Judge Gyanda, sitting with two assessors, found the siblings had been influenced by Naidoo, who told them he was the third son of God. However, he said they still had the ability to differentiate between right and wrong.
Naidoo said after his conviction that he expected to be handed two life sentences when the court reconvened on Monday for sentencing.
Asked what sentences he thought the Lotter siblings would receive, he said: "To be honest with you, I don't wish for anyone to be here. I don’t wish for anyone to be sentenced or to be found guilty of serious crimes. It’s not a good thing.
"I can’t wish evil on other people and not wish the same fate on myself. That would be very wrong. At the end of the day, I don't understand why this crime was committed.
"I do feel for my ex-girlfriend and I do feel for my former friend.”
He said he still had to decide whether he would appeal against his conviction. He said he had "nothing against this judge" who found him to be a pathological liar.
"I have no grievance against anyone. They are doing their job. If the evidence before court and what they can make sense of is to view me as a pathological liar, why must I have any grievance against the opinion he has?"
He maintained his innocence and he believed the media would "twist" every word he said and portray him as an evil person.
"I don’t want to go to hell. I’ve done nothing to go to hell in the first place. I know I am not an evil person. I know I have not killed anyone," he continued.
"I have not planned any murders, neither have I convinced anyone to do it."