Abdullah has vowed to reject the election result, saying he was the victim of massive ballot-box stuffing in the June 14 poll, while his rival Ashraf Ghani has claimed victory by more than one million votes.
As tensions rise between opposing supporters, the United Nations has expressed fears of spiralling ethnic violence at the same time as US-led troops pull out after their 13-year war against Taliban insurgents.
"Death to Ashraf Ghani! Death to the election commission!" Abdullah's supporters chanted near the presidential palace as he was carried through the rowdy crowds on the roof of a truck.
Friday's protest was the biggest since the fraud dispute erupted and was the first that Abdullah attended, sending a public signal that could fuel further angry demonstrations and increase the risk of civil unrest.
"If our demands are not met, we will continue our protest as long as fraud votes are not separated from clean votes," said Ahmad Zia, 22, waving an Abdullah poster and the Afghan national flag.
Shaperai, 55, one of the few female protesters, said: "The government and the election commission have stolen our votes. They are traitors and cheats."
Abdullah went into the second-round run-off election as the favourite to succeed President Hamid Karzai, who came to power after the Taliban regime was ousted by a US-led offensive in 2001.
But, with no result due until July 2, Ghani's campaign released unofficial figures late Thursday saying that their candidate had won 4.2 million votes (59 percent) to Abdullah's 2.9 million (41 percent).
Ghani put his improved performance down to targeting women, workers, farmers and other social groups, rather than relying on ethnic loyalties.
"These cross-cutting ties bind us, and our campaign deliberately focused on them," he said, accusing Abdullah of desperate manoeuvering to avoid defeat.
"The economy is imploding, governance is at a standstill, people want certainty not ambiguity," Ghani said. "The people need clarity."
A smooth Afghan election is seen as crucial by the US-led alliance that has fought the insurgents since 2001 and donated billions in aid in the hope of fostering a functioning state to replace the harsh Islamist rule of the Taliban.
UN Afghanistan mission chief Jan Kubis warned on Wednesday of "rising tensions following the second round (of elections), including increasing ethnic overtones".
A contested election result "might lead to protracted confrontation with a danger of a slide into violence," he added.
Any clashes between supporters could ignite wider trouble as Ghani attracts much of his support from the Pashtun tribes of the south and east, while Abdullah's loyalists are Tajiks and other northern Afghan groups.
The government on Friday said the army and police were successfully beating back a major Taliban offensive in the southern province of Helmand, with at least 250 insurgents killed in five days of fighting.
Nato's 50,000-strong combat force will leave Afghanistan by December, though about 10,000 US troops will stay into next year before all exit by the end of the 2016.
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