Mr. Fox asked the crowds Saturday to celebrate democracy, saying his election win helped awaken the nation.
Former Polish president Lech Walesa joined the president near the Angel of Independence statue, where tens of thousands had gathered after the 2000 election.
Critics accused Mr. Fox of using Saturday's event as a last-minute partisan rally one day ahead of elections for governor in Mexico state.
Mr. Fox said the rally was a celebration for all Mexican citizens, not a political celebration.
Opponents say Mr. Fox has failed to fulfill campaign promises like cutting poverty, while supporters point to the nation's economic stability.
Some information for this report provided by AP and Reuters.