Mariana Sanchez, Al Jazeera correspondent in Havana, said the Cuban leader has only missed two May Day celebrations in 48 years.
Salvador Valdes, Cuba's main union leader, said the entire nation hoped Castro, 80, would be well again soon.
Speaking to the hundreds of thousands of people swarming around Revolution Square, Valdes said: "I know I express the unanimous feeling of our people when I send the most fervent wishes for recovery to he who has not only been with us on days like this but has guided us with his proverbial wisdom for more than 50 years."
Castro's closest foreign allies did most to raise expectations that he might return on Tuesday.
Hugo Chavez, the Venezuelan president, said over the weekend that his political idol was already back "in charge" in Cuba, and Evo Morales, Bolivia's president, said he was sure Castro would reappear on May 1.
Castro himself gave no indication he would attend in an editorial column on Monday, in which he urged Cubans to protest the recent release from a US prison of Luis Posada Carriles, an anti-Castro exile and former CIA operative accused of killing 73 people in the 1976 bombing of a Cuban airliner.
Castro was forced to hand power to Raul Castro, his younger brother and defence minister, after undergoing intestinal surgery last July.
"... I send the most fervent wishes for recovery to he who has not only been with us on days like this but has guided us with his proverbial wisdom for more than 50 years"
Salvador Valdes, Cuba's main union leader
Since then, Cubans have seen him only in photographs or video footage meeting with foreign dignitaries or speaking with Chavez by telephone. Chavez said Castro had been close to death at one point.
The most recent footage showed Castro looking stronger after regaining some of the weight he had lost, but he still appeared frail. His long absence and government secrecy over his illness have cast uncertainty over Cuba's political future.
Sanchez reported: "During Castro's nine month absence his critics predicted he had a terminal illness [and] the Cuban exile community in Miami celebrated what they said was the last days of Castro.
"But so far neither the economic or political policies have changed here - a sign that for now Cuba remains the same, with or without Fidel Castro."
As marchers poured through Havana on Tuesday, many pledged loyalty to the man known as "El Comandante" for leading a 1959 revolution and setting up communist rule on the island just 145km from the US.
Eduardo Jimenez, a 19-year-old student, said: "This is the unconditional support for the Comandante's ideas."
Other protesters carried placards that read "Bush: terrorist" and "Long Live Fidel."