Chanting "Tunisia is free! Terrorism out!" the demonstrators marched in a sea of red Tunisian flags to the capital's Bardo Museum, where 21 foreign tourists were killed in the March 18 jihadist shooting rampage.
"The Tunisian people have proven that they will not give in to terrorism. My thanks go out to all and I tell the Tunisian people: 'Forwards. You are not alone,'" President Beji Caid Essebsi said after joining the march with foreign dignitaries.
"We must all fight against terrorism," Hollande told reporters after the march. "Tunisians wanted this international solidarity."
Tunisian authorities earlier said Lokmane Abou Sakhr - an Algerian who allegedly masterminded the museum attack - was killed along with at least eight others from the notorious Okba Ibn Nafaa Brigade.
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Officials had accused Abou Sakhr and his group of organising the attack on the Bardo National Museum carried out by two gunmen who were shot dead, despite a claim of responsibility from the Islamic State jihadist group.
Interior Ministry spokesman Mohamed Ali Aroui told AFP that security forces had killed "nine terrorists" in an operation in the west-central area of Sidi Aich.
Authorities say Okba Ibn Nafaa has been behind a series of attacks on security forces that have left some 60 dead since late 2012.
During the official march, a stone tablet was unveiled with the names of the foreign tourists and a Tunisian policeman killed in the attack.
"Tunisia is not a country of jihad, extremism and terrorism!" yelled Majda Friga, a participant wrapped in the Tunisian flag.
"Let the terrorists leave our lands. Let them go to hell and leave us in peace," said Fadhila Lahmar, a woman in her 60s.