The rally's turnout fell far short of the march organized by opponents of the law last weekend, when an estimated 20,000 people gathered.
Demonstrators on Saturday sweated in temperatures predicted to reach as high as 107 degrees. Some shaded themselves with umbrellas and clamored to buy cold water and ice cream from vendors.
"For them to come here when it's over 100 degrees and stand in the heat -- it's awesome," said 32-year-old Stephanie Colbert of Glendale.
Colbert and her mother, 53-year-old Pattie Sheaham of Phoenix, said they strongly support the new law, which requires police conducting traffic stops or questioning people about possible legal violations to ask about their immigration status if there is "reasonable suspicion" they're in the country illegally. Reasonable suspicion is not defined.
"Everybody needs to obey the same laws," Sheaham said. "If you want to come here, there's ways to do it. Do it the right way."
The law, which goes into effect July 29 unless blocked by a court, will also make it a state crime to be in the country illegally or to impede traffic while hiring day laborers, regardless of the worker's immigration status. It would become a crime for illegal immigrants to solicit work.
Critics have said the law will invite racial profiling, while supporters have said it will help fight illegal immigration.
Gov. Jan Brewer has ordered a state police training board to prepare training standards to prevent racial profiling in enforcing the law.
Maricopa County Sheriff Joe Arpaio, perhaps best known for his efforts targeting illegal immigrants, drew loud chants of "Joe, Joe, Joe!" from the crowd.
One man yelled to him: "We've got your back, Joe!"
Arpaio praised lawmakers for passing the law and reiterated that he'll lock up as many illegal immigrants as his deputies can arrest.
"We'll put tents from here to Mexico," he told the crowd, referring to his famed Tent City, a section of the county jail where all inmates are housed in surplus military tents.
The Pennsylvania-based group Voice of the People USA organized the demonstration, which it touted as a grassroots effort. Attendees traveled from every region of the U.S., Voice of the People president Daniel Smeriglio said.
Former Republican Congressman Tom Tancredo of Colorado and GOP state Sen. Russell Pearce of Mesa, the author of the law, also were scheduled to speak.