Le Pen wants a referendum on France's membership in the European Union, to restore French borders and return to the franc currency instead of the euro.
Dupont-Aignan is a nationalist whose protectionist economic policies are close to those of the National Front's Le Pen and who, like her, wants to reduce the powers of European Union institutions.
"It's a historic day because we are putting France before personal and partisan interests", said Dupont-Aignan, whose party does not have the same notoriety as the National Front's.
His backing for Le Pen sparked the resignation of two Debout la France officials and drew some protesters to the town hall in Yerres, in the Paris region, where he is mayor.
Macron was campaigning in central France when he heard the news. "That is my candidacy".
"It's obvious that exiting the euro takes time, it might be a bit slower but she will do it, it's in her programme", Sylvain Laour, a 50 year old security officer, said as Le Pen held her last major rally before Sunday's run-off vote, in the northern Paris suburb of Villepinte.
"It's inadmissible. It's unthinkable" that Le Pen could lead France, Pfeffer told The Associated Press as Macron arrived.
Dupont-Aignan has expressed differences with the Le Pen on social issues in the past, and has opposed her call for the reintroduction of the death penalty.
"Madame Le Pen and her people can complain, but I will not back down", he added.
Melenchon has refused to explicitly endorse the liberal Macron, breaking with France's "republican front" tradition of the big parties coming together to halt the FN.
Polls on Friday showed centrist Macron winning the French presidential runoff with 59-60 percent of votes, with Le Pen having gained some ground in voter surveys since the start of the week.
Ms Le Pen's efforts to clean up the racism and anti-Semitism that has stained her anti-immigration National Front party's past may be undermined by a parallel Paris event by her father, Jean-Marie, who was expelled from the party over his extreme views.
Amid worries about rising nationalism, French presidential candidate Emmanuel Macron paid homage Sunday to the tens of thousands of French Jews killed in the Holocaust with a somber, simple message to voters: Never again.