"I come here every year to purify my soul and commune with Allah," he said.
The World Muslim Congregation, known locally as the Biswa Ijtema, was first held in the 1960s as an opportunity for Muslims to pray and listen to religious teachers.
The event was launched by Tablig Jamaat, a non-political group that promotes greater observance of Islam in daily life.
Pilgrims set up their prayer mats under a kilometre-long canopy while preachers address the crowd through loud speakers.
Police said that two million people were on hand for the first day, but that a total of five million was expected.
Rezaul Karim, a district police superintendent, said: "We have deployed 7,000 police for security."
Hundreds of Rapid Action Battalion officers were also deployed, with Bangladeshi authorities citing fears of an attack by armed groups such as Jamayetul Mujahideen Bangladesh, which was behind a string of attacks in 2005.
Five of the group's leaders were sentenced to death last year and their executions scheduled for February 17, but the date was deferred after pleas to the president for clemency.
Bangladesh, with a population of 144 million, is the world's third-largest Muslim-majority nation.