New measures have been brought in to prevent a repeat of last year's stampede which killed around 2,300 people.
This year is the first time in nearly three decades that Iran has not sent pilgrims to the six-day religious gathering, with the stampede legacy heightening tensions between the two countries.
The Haj is one of the five pillars of Islam, which capable Muslims must perform at least once in their lifetime, marking the spiritual peak of their lives.
Rich and poor alike come dressed in the same white garments.
"We don't come here with fear in our hearts," the Daily Mail quoted Naouri Abdelkarim, 50, of Casablanca, Morocco.
Pilgrim Lawan Nasir, 45, who lost a cousin in last year's stampede, said: "The pain has not dulled a bit."
But Nasir, from Nigeria, said it would be "silly" to stay away.
In one of several safety measures implemented after the stampede, access to the Kaaba is suspended during prayers, and the walk around it is stopped to avoid overcrowding.
The Kaaba is a black cubic structure that Muslims across the globe face while they pray.
Security has also been reinforced around Islam's holiest site, where officers in red berets and camouflage uniforms man green plastic barricades to control the crowd.
Pilgrims were told they need to follow a strict set of rules to prevent another tragedy.
Temperatures reached 43 degrees Celsius as they marched, with many pilgrims fainting.
Pilgrims are this year being issued with identification bracelets, following difficulty in identifying the dead last year.
Each bracelet carries a bar code which is readable by smartphone.
It holds data including the pilgrim's identity, nationality and place of lodging in Mecca, the vice secretary of the ministry of Haj and Umrah, Issa Rawas revealed.
Along with 1.4 million worshippers from across the world, around 300,000 Muslims from Saudi Arabia are expected to attend.
But the kingdom has come in for huge criticism from Iran, where the head of Iran's Haj Organisation, Said Ohadi, asked how Saudi Arabia could invite the world's Muslims and not allow questions to be raised about the security measures.
Tens of thousands of Iranians are absent this year after talks between Tehran and Riyadh about logistics and security broke down in May.
Thousands of people protested their country's absence from the pilgrimage in Tehran.
Iran said 464 of its nationals died in last year's crush, the largest number of deaths reported by any country.
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