"I voted for the future of the country. I hope the new president can build Timor Leste better," she said, referring to the country's official name.
About 500,000 people are eligible to vote in the polls which pit Jose Ramos-Horta, the prime minister, against Francisco Guterres, a former independence fighter and president of the ruling Fretilin party.
Share of 1st round vote: 22%
The 57-year-old Nobel Peace Prize winner became prime minister when the government fell last year amid widespread violence. Was country's first foreign minister. Close to outgoing President Xanana Gusmao. Has pledged to continue East Timor's co-operation with the UN.
FRANCISCO 'LU-OLO' GUTERRES
Share of 1st round vote: 28%
The president of Fretilin, a left-leaning political party formed out of armed resistance to Indonesian rule. Now aged 52, he spent the years under Indonesian occupation fighting in East Timor's hills and jungles. One of eight children, he has sought to portray himself as a man of the people.
They won the most votes out of eight candidates in the first round, but neither won a clear majority, forcing a run-off.
Ramos-Horta, 57, a Nobel peace prize winner who spearheaded an overseas campaign for East Timor's independence, appears to have the edge after five of the first-round losers urged their supporters to vote for him.
He said he was "totally relaxed".
"If I win the election, I win a ... huge responsibility," he said.
"But if I lose, I win my freedom to do whatever I want, to be a writer, to be an academic, to be a tourist, to travel."
He said he would honour the results even if they were not 100 per cent clean.
Guterres also pledged to accept the results of the election.
"I will become the Timorese president to serve the people, resolve the crisis and establish peace and democracy," he said after voting.
"I want to win with dignity, but if I lose, I will also accept that with dignity."
Xanana Gusmao, the outgoing president who will run for the post of prime minister in June, called on Tuesday for voters to focus on the national interest.
A regional split erupted into bloodshed last May after the sacking of 600 mutinous troops from the western region.
Foreign troops had to be brought in to restore order but 30,000 people remain in camps across Dili, too afraid to go home.
The UN mission in East Timor has said 1,700 UN police officers would be deployed across the country for the elections, backed by international troops.
More than 270 foreign observers and about 2,000 local observers would monitor the elections.
The UN chief electoral officer, Steven Wagenseil, said preliminary results were expected on Friday evening.
East Timor's presidential post is largely ceremonial but many hope the winner will unite a nation beset by regional rivalry, rebellious security forces and disillusionment among citizens five years after the joyous celebrations of independence.