Lee, who worked with Jackson on the 1996 music video for "They Don't Care About Us," was joined Saturday in Prospect Park by thousands of other Jackson fans who sought to remember the late pop singer, The New York Daily News reported.
"I'm like everybody else -- somebody who loved his talent," Lee said. "We're here to celebrate Michael Jackson."
Investigators last week officially ruled Jackson's June 25 death a homicide. Jackson reportedly died of cardiac arrest after his doctor, Conrad Murray, gave him a lethal mixture of drugs.
Actor Tracy Morgan was among those in attendance Saturday and the "30 Rock" actor shared his take on the "Thriller" singer with the Daily News.
"I don't even remember life without him," Morgan said. "Michael Jackson was everything."