"This is not just because of me," said the Swede, who has spurred teenagers and students around the world, mainly Europe, to strike from school every Friday under the rallying cry "Fridays for future."
"This is because thousands of local organisers who have spent I don't know how many hours. They worked very hard. I'm eternally grateful for what they are doing.
"I hope this will be another social tipping point that we show how many people are engaged, how many people are putting pressure on leaders, especially before this UN climate action summit," she added, referring to Monday's carbon emissions meeting.
Thousands gathered in Manhattan's Foley Square at midday to rally the 1.6km distance to Battery Park on the tip of the island.
New York authorities gave their blessing to the one million children in over 1,700 schools in the metropolis to miss school for the event.
Children carried placards that read "There Is No Planet B" and "Make The Earth Great Again," a twist on President Donald Trump's rallying cry of "Make America Great Again."
Thunberg is due to attend a summit on zero emissions at the UN headquarters in New York on Monday and said she hoped the size of the protests would spur world leaders into action.
"It's a great opportunity when they are gathered here," she told AFP at New York's city hall, before joining the march, adding that some leaders "seem more determined than others."
"They need to take their responsibility and do this and that's what we are going to try and push for.
"Now we have proven what we can do, now they have to prove what they can (do)," she added.
Greta has become a symbol for climate action since she began sitting outside the Swedish parliament in August 2018 calling for politicians to cut carbon emissions and curb global warming.
She sailed into New York on a zero-carbon yacht last month after refusing to fly because of the carbon emissions caused by planes.
It took her 15 days to cross the Atlantic.
Greta addressed Congress this week and met with former president Barack Obama.
She said meeting Mr Trump, a climate change skeptic who is not taking part in Monday's summit, is not a priority for her.
"I don't see why he would want to meet a teenager, a climate activist... when he does not listen to science," she said.
Greta also batted back criticism she has received for her uncompromising attitude, describing it as evidence that "as a positive sign that we are actually having an impact."
She said she does not yet know how or when she will return to Europe.