Sanders talked to the crowd about economic disparity, social equality and the "broken" criminal justice system.
"Here is a radical idea, we're going to create an economy that works for working families, not just the one percent," said Sanders. "The reason people are working so many hours in this country is that wages are just too low."
The turnout Saturday was nearly double that of a rally held in October at the University of Colorado in Boulder.
Sanders repeated the same message in Denver, reminding supporters his campaign is fueled not by a Super PAC or his private wealth, but by three-and-a-half million individual contributions averaging $27.
"No real change has ever really occurred in this country from the top on down, it has always occurred from the bottom on up," Sanders told the crowd.
Following the rally he attended the Colorado Democratic Party's annual fundraising dinner.
Sanders and Clinton both spoke to the 1,500 people who paid at least $150 to attend.
"Apparently, they [Republicans] believe that the Constitution does not allow a Democratic president to bring forth a nominee to replace Justice Scalia," Sanders said. "I strongly disagree with that."
"Elections have consequences. The president has a responsibility to nominate a new justice and the Senate has a responsibility to vote," Clinton told the audience.
Both also brought up the subject of paid family leave.
"How does it happen that in this great country, with so much wealth that we are the only, not only major country, one of the few countries in the world that does not guarantee paid family and medical leave" said Sanders.
"I do not know how anyone can be against paid family leave, but somehow they [Republicans] are, so let's get it done at the Federal level, let's go even further and finally guarantee equal pay for women's work," said Clinton.
Earlier Saturday, former Arizona representative Gabby Giffords and her husband, Mark Kelly, lead a round table discussion on gun violence inside Manual High School in Denver in support of Clinton.
They were joined by family members still coping with the loss of loved ones at Columbine, the Century 16 theater shooting in Aurora and at Sandy Hook. The group made it clear that Clinton is their choice for President.
"We strongly believe that secretary Clinton is the kind of person that will make things happen with this issue [gun laws]," said Mark Kelly.
"Hillary is tough," said Gabby Giffords. "Hillary is courageous. She will fight to make families safer. In the White House she will stand up to the gun lobby. That's why I'm voting for Hillary."