The 24-year-old died on Sunday in a boating crash off Miami Beach, Florida.
Wearing black shirts with Fernandez's name and his number 16, the team beat the New York Mets 7-3 in front of a packed crowd at Marlins Park on Monday.
The players placed their caps on the pitcher's mound at the conclusion of the Major League Baseball match - many of them visibly emotional.
Marlins manager Don Mattingly said: "I'm just proud of our guys, just the way they hung together.
"It was not scripted. No-one tells you how to handle it. There's nothing that tells you how to handle it. They just stuck together and went out and played."
Fernandez, a father-to-be, was heralded by baseball commissioner Rob Manfred as one of the game's "great young stars".
He was drafted by the Marlins in 2011 at the age of 20 and named National League Rookie of the Year in 2013.
The Miami Marlins paid emotional tributes to pitcher Jose Fernandez in their first match since his death.