Players still sporting their beards, manager John Farrell, coaches and team officials boarded 25 amphibious "duck boats" on the warning track.
The vehicles paused when they reached the Boston Marathon finish line, still painted blue and yellow, where three spectators died in the bombings during the April 15 race.
Outfielder Jonny Gomes placed the World Series trophy on the line and he and catcher Jarrod Saltalamacchia held Red Sox jerseys with the words "BOSTON STRONG" and the number 617, the city's area code.
Before leaving Fenway, Farrell recalled that the Red Sox had left after their game the day of the Marathon for Logan Airport for a road trip. Along the way, they saw emergency vehicles responding to the explosions.
"Knowing that we were heading out of town, that's going to bring back a lot, and a lot of uncertainty at that moment," Farrell said, "because no one knew where to turn next. So we were fortunate to be part of maybe a little bit of a healing process."
Second baseman Dustin Pedroia said: "We played for the whole city, what the city went through."
On a mild, mostly sunny day, the rally route included a ride in the Charles River between Boston and Cambridge.
Season-ticket holders were allowed into Fenway for a pre-rally ceremony at which team officials, Farrell and several players spoke. Then they all boarded the duck boats.
The departure was delayed when a flatbed truck carrying Dropkick Murphys, a band which had played at the ceremony, and heavy equipment became stuck in the turf along the first-base line.
A duck boat drove up in front of it and, with a tow rope between the vehicles, pulled the flatbed out of the ruts.