In a message read at the demonstration in the eastern port of Manzanillo, President Fidel Castro said that Cuba would continue resisting all attempts to defeat his socialist revolution.
Correspondents say that the communist authorities are using the rally to try to harness the political momentum generated by Elian's homecoming on Wednesday.
Struggle to go on
This was seen as a major defeat for the Cuban exiles - hardline opponents of President Castro - who had tried to keep the boy with relatives in the United States after he was rescued last November from a shipwreck while fleeing with his mother.
The Cuban Government has organised more than 100 rallies over the past seven months to mobilise popular support to demand Elian's return, the largest mass mobilisations since he came to power 40 years ago.
Like Saturday's events, they have been carried live on state radio and television.
Even now that the battle has been won, the government says, the rallies will still go on.
"Our struggle, without truce or rest, will be resumed vigorously to enter a new and prolonged phase," Mr Castro's statement said.
He added defiantly that it did not matter who won the next US presidential election, "Cuba with its ideas, its example and the unconquerable rebellion of its people" would remain.
New targets
Around Havana, the billboards with pictures of Elian have been taken down and replaced with posters criticising the Cuban Adjustment Act.
This is a law which allows Cuban immigrants who reach US soil to stay there, unlike illegal immigrants from other Latin American countries who are sent straight back.
Fidel Castro blames what he calls "that murderous law" for encouraging Cubans, like Elian's late mother, to risk their lives on makeshift rafts to cross the Florida Straits.
But Cuban dissidents and US officials blame the continuing exodus from Cuba on desperation provoked by the island's poorly managed economy and restrictive one-party political system.
Elian himself has remained out of sight since his return, in line with Cuban promises not to use the boy as a "political trophy".
He and his father are staying behind a security cordon in a special school with his classmates and teachers for several weeks to "readjust" to Cuban life before returning to their home town.