French federation president Noel Le Graet previously said he would prefer Lloris did not wear it because he does not want his country to lecture others.
"When we are in France, when we welcome foreigners, we often want them to follow our rules, to respect our culture, and I will do the same when I go to Qatar, quite simply," Lloris said. "I can agree or disagree with their ideas, but I have to show respect."
Armbands are the latest battleground for players to push political messages linked to the World Cup hosted in Qatar, where homosexual acts are illegal and the treatment of migrant workers building projects for the tournament has been a decade-long controversy.
The Tottenham goalkeeper, however, added that France players would likely join forces for a collective action in relation to the respect of human rights in Qatar.
"We can't remain insensitive to these issues. It will be done in a few days, or hours, we will see," Lloris said.
France flies to Qatar on Wednesday before starting the defense of its World Cup title against Australia on Nov. 22. It also faces Denmark and Tunisia in Group D.