The leaders of the conservative National Action Party and the leftist Democratic Revolution Party joined Pena Nieto in signing the "Pact for Mexico." It includes measures Pena Nieto announced during his inauguration, including education reform, pensions for people 65 and older, and concessions for two new national television stations.
The 46-year-old Pena Nieto, who took office on Saturday, called the pact "historic."
"The country must be transformed without delay," he said.
Pena Nieto's Institutional Revolutionary Party ruled Mexico for 71 years before being voted out 12 years ago.
Pena Nieto has presented himself as the new face of the PRI, which ruled before with handouts, graft and rigged elections, promising clean government.
But some opponents say the party's ways haven't change and accuse it of using overspending and vote buying to win the latest election.
At times violent protests marred his inauguration, with protesters throwing stones, bottle rockets and firecrackers at police who responded with tear gas.
Mexico City Mayor Marcelo Ebrard said eight people were injured, one gravely, and 92 detained during inauguration violence.
He blamed anarchist groups for vandalism and other "barbaric acts."
Vandals smashed windows of stores, banks and a hotel and made bonfires of furniture dragged into the streets. One downtown bank office where all the windows were broken had the words "Welcome Pena" painted across the facade in green.