Around 10,000 people braved the weather to attend the country's biggest service at Auckland's War Memorial Museum.
It has been 98 years since Anzac forces landed on the shores of Gallipoli.
"I spent some time in the New Zealand Army deploying to Afghanistan, it's a big day for me, probably the most important day of the year," said Damian Walker.
Others came to honour their forefathers.
"He was in the 21st battalion and he was my grandfather and he fought in North Africa in World War 2. My grandfather was also a soldier so it was almost quite emotional really," said one bystander.
In a speech, Auckland Mayor Len Brown said that the country would "always remember the New Zealanders who made the ultimate sacrifice for freedom in that troubled, far off land".
Brown also spoke of "the bond forged between ourselves and our nearest and closest neighbour and friend, Australia".
"The Great War established a sense of nationhood, togetherness and independence that echoes down through the ages," he said.
Brown's speech was followed by the singing of both countries national anthems.
At the close of the ceremony, those gathered burst into applause as veterans marched past.
Legacy of tolerance
Anzac soldiers left behind a legacy of an open and inclusive New Zealand, the Governor General told a Wellington Anzac Day service this morning.
Sir Jerry Mateparae spoke of the nation's pride in the men and women who have served New Zealand.
"We will recall the supreme sacrifice they made," he said.
"We recommit ourselves to the solemn pledge to never forget their service, to always remember them and their legacy of a New Zealand society that is open, inclusive and tolerant."
The threat of thunderstorms did not stop people attending dawn services to commemorate Anzac Day across the country.
Thousands marked the occasion at the Wellington Cenotaph, joined by Prime Minister John Key and the Governor General.
Key earlier delivered an Anzac Day message, thanking not only those who defended New Zealand in the past, but also those in service now.
"This is a time where we look back at the bravery of so many men and women who have defended freedom and liberty.
"And we also pay tribute to those who are currently serving New Zealand in places all across the world," he said.