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Pakistani national Mohammed Ajmal Kasab was hanged in an Indian prison last Wednesday for his role in the three-day siege, which began on November 26, 2008 and left 166 people dead.
The Pakistani Taliban vowed reprisals unless his body, which was buried in prison, was returned to Pakistan.
"We have issued instructions to our police force to enhance vigilance, this being a 26/11 anniversary," Mumbai's joint commissioner of police Sadanand Date told AFP. "We have beefed up security at hotels, airports and crowded places."
Relatives and government ministers attended a ceremony at a memorial to police officers who died during the attacks.
The targets included luxury hotels, a hospital, a busy train station and a Jewish centre, where candles were lit in remembrance on Monday.
A "peace march" was held in the city on Sunday night as a tribute to the victims.
Kasab was one of ten heavily-armed gunmen who stormed the city and the only one captured alive.
He was sentenced to death in May 2010 after being found guilty of a string of charges, including waging war against India, murder and terrorist acts.
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