Some in the crowd raised their right arms to give the Fascist salute despite organisers instructing them not to do so.
"If after 100 years we are still here, it is to pay tribute to the one whom this state wanted and to whom we will never fail in our admiration," said Orsola Mussolini, great-grand-daughter of the former leader who attended the march with her sister Vittoria.
On October 28, 1922, Mussolini's paramilitary forces entered the Italian capital and were handed power, marking the start of a regime marked by intense authoritarianism and nationalism that lasted until 1943.
Mussolini was shot by partisans in April 1945 in the waning hours of the war, his body later hung and mutilated by the crowd in a Milan plaza.
Although Italian law today bans the apology for -- or justification of -- Fascism, it is rarely enforced.
Vestiges of "Il Duce" remain visible to this day throughout Italy, including his name inscribed on buildings, while portraits of the dictator still adorn the walls of some government ministries.
The centenary of the March on Rome this year coincides with the new government led by Meloni, whose "Brothers of Italy" party has neo-fascist roots.