In his first speech since Democrat Joe Biden became president, he also hinted that he might run for office again in 2024.
Mr Trump strongly criticised his successor, saying US policy had gone from “America first to America last”.
The speech comes weeks after Mr Trump was acquitted in an impeachment trial.
The Conservative Political Action Conference (CPAC) is the country’s largest meeting of conservative activists and politicians, and usually gives insight into the direction of the Republican Party.
Mr Trump’s appearance at the meeting on Sunday suggests he has continued influence over the party despite some senior politicians distancing themselves recently from the ex-president.
The mood of the conference in Orlando – which began on Thursday – has been extremely pro-Trump, with loyalists including Texas Senator Ted Cruz and his son Donald Trump Jr among the speakers.
The former president remains banned from social media platforms, including Facebook and Twitter, over his response to January’s deadly riot at the US Capitol.
The 74-year-old former president was cheered by supporters when he appeared on stage at the Hyatt Regency Hotel more than an hour late. Many people in the crowd were not wearing masks.
“I stand before you today to declare that the incredible journey we began together four years ago is far from over,” he said.
“We are gathered this afternoon to talk about the future – the future of our movement, the future of our party, and the future of our beloved country.”
He dismissed any idea that he might start a new political party – describing rumours he would do so as “fake news”.
“Wouldn’t that be brilliant? Let’s start a new party so we can divide our vote and never win,” he joked.
“We have the Republican Party. It’s going to unite and be stronger than ever before.”