A throng of well-wishers and journalists were on hand as Macron, 39, accompanied by his 64-year-old wife Brigitte, arrived to vote in the chic northern seaside resort of Le Touquet.
The couple voted at the same town hall where they were married 10 years ago.
Le Pen, 48, went to the polls in Henin-Beaumont, a former coal mining town in northern France whose mayor is a member of her anti-immigration National Front (FN) party.
Under electoral rules, the candidates are not allowed to speak to the media on voting day.
President Francois Hollande, who decided in December not to seek re-election after a tumultuous five-year term in which he failed to turn around a moribund economy, cast his vote in Tulle, central France.
In an allusion to last Thursday's terrorists killing of a policeman on Paris's Champs Elysees avenue, Hollande said: "Democracy is stronger than all else."
Polls have consistently predicted that Macron and Le Pen will get past Sunday's first round vote, but conservative candidate Francois Fillon and Communist-backed Jean-Luc Melenchon are hot on their heels.
Both Fillon, 63, and 65-year-old Melenchon voted in Paris.
Eleven candidates are standing in the first round of a vote whose outcome is seen as vital for the future of the European Union following Britain's Brexit vote last year.
The two who garner the most votes will proceed to the decisive runoff on May 7.
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