Lu was taken to the yamen in Nanhai County (present-day Nanhai District, Foshan, Guangdong) for interrogation by the county magistrate Li Zhengyong (), who was acting under instructions from Tan Zhonglin (), the Viceroy of Liangguang. When he refused to kneel down before Li during questioning, the magistrate said, "You are a talented young man. Why did you want to get yourself in trouble that would cost you your life? I feel sorry for you that you don't value your life." Lu replied sternly, "China is a vast country and it has the highest population in the world. Poverty is at an extreme because the Qing government is authoritarian and incompetent in foreign policy. My comrades and I planned an uprising with the aim of overthrowing the Qing government and replacing it with a new republican government. I intended to kill one or two persons like you who serve the Qing government. Now that our plan has failed, I can't kill you but you can kill me. What's there to feel sorry about?"