"Iranian people regard America as the Great Satan and the main instigator of wars and insecurity in the world," said a declaration read out at the rally.
Tehran and Washington have had no diplomatic relations for nearly three decades since students took American diplomats hostage for 444 days following the 1979 Islamic revolution which toppled the US-backed shah.
The embassy compound, now run by Iran's Revolutionary Guards, is used as an educational centre with occasional exhibitions about the "crimes" of the United States.
Ayatollah Ali Khamenei, Iran's supreme leader, said last week that the hatred of Washington was deep-seated and praised the students who had taken over embassy.
"Besides, they [the United States] have not apologised yet and rather keep on with their arrogant attitude," Khamenei said.
Tensions have mounted over Iran's nuclear programme which many Western countries believe is a cover for ambitions to build atomic weapons - an allegation denied by Tehran.
How to deal with Iran has been one of the major foreign policy issues in the US presidential elections.
Washington has so far pushed for tougher sanctions and has never ruled out a military option to thwart Iran's nuclear drive.