Bain, who was surrounded by his legal team, supporters and a media scrum, made no comment as he entered the High Court building.
Earlier Arthur Allan Thomas, pardoned for a 1970s double murder, arrived to support Bain through his retrial.
Mr Thomas, 71, a Waikato dairy farmer, was wrongly imprisoned for nine years in the 1970s for a double murder.
He received a pardon after a royal commission of inquiry found police had planted a bullet cartridge used to convict him.
Bain, now 36, was sentenced to life imprisonment and served 12 years of his 16-year non-parole term after a jury in the High Court at Dunedin found him guilty on all five charges of murdering his family.
Two years ago, the London-based Privy Council quashed his convictions for murder and ordered a retrial, ruling a substantial miscarriage of justice had taken place.
Mr Thomas met Bain last year, and last week said he wanted to support him through the retrial.
"He's only got Joe Karam and his lawyers, whereas the Crown's got all the taxpayers' money, millions of dollars, plenty of time," he said at the time.
A jury will today be empanelled to hear the case, which is expected to last until May.
When Mr Thomas arrived at the court soon before 9am, more than a dozen news media representatives were already waiting for key players in the trial to arrive.
While few members of the public were there at that stage, no parking spots near the court remained.
Yesterday trial judge Justice Graham Panckhurst relaxed an earlier ruling on the issue of internet video coverage of the trial.
During Bain's original three-week trial in Dunedin in 1995, no cameras of any kind were allowed in the courtroom.
