Saturday's demonstration was held under banners reading "Yes to peace, no to violence" and "We will not forget, we will not forgive".
Organisers said the rally drew a crowd of 150,000 people.
Peres said earlier this week that Yigal Amir, Rabin's killer, had failed in his attempt to sabotage efforts to achieve peace between Israel and the Palestinians.
Rabin is revered by many as a national hero, both for his military career and for peace efforts in the 1990's that earned him a Nobel peace prize, shared with Peres and Yasser Arafat, the late Palestinian leader.
This year's events come as a group of ultra-nationalists continue their campaign for clemency for Amir, who has spent 12 years in solitary confinement following his arrest.
He is serving a life sentence following his conviction for murder.