The demonstrators at the April 19 rally waved Georgian, European Union, and NATO flags and chanted the president's name.
Speakers from the podium talked about creating a new national movement that can be an effective opposition force.
Saakashvili's United National Movement lost October's general vote to the Georgian Dream bloc led by Bidzina Ivanishvili, who became prime minister.
Ahead of the rally, Ivanishvili's party accused Saakashvili of wasting government money on foreign trips.
Saakashvili rejected the criticism, saying that it helped boost the country's prestige and attract investment.
Georgia is scheduled to hold a presidential election in October.