The country goes to the polls on Thursday to decide the future of the UK's European Union membership.
The five first ministers released a statement saying the EU is "vital for jobs and investment in Scotland".
But the Leave campaign said the only way to protect Scotland from EU integration was to quit the union.
A Scottish Vote Leave spokesman said the first ministers were "out of touch" with ordinary voters over "uncontrolled EU migration".
Polls have suggested a tight contest in Thursday's referendum, although Remain has had the advantage north of the border in most surveys.
Serving First Minister Nicola Sturgeon came together with her predecessors Alex Salmond, Jack McConnell, Henry McLeish and Jim Wallace - who filled the role on a caretaker basis following the illness and then death of Donald Dewar and the resignation of Mr McLeish - to call for a Remain vote.
The group released a joint statement saying they were "proud to come together to urge our fellow Scots to vote Remain, in this unprecedented display of unity in the history of the Scottish Parliament".
They continued: "The stakes could hardly be higher. Staying in the European Union and its single market is vital for jobs and investment in Scotland, and also enshrines key protections for workers and consumers.
"We must vote to keep our EU rights, and by maximising the Remain vote in Scotland we could make the difference in keeping the UK in the EU.
"Our message to the people of Scotland is to unite as a nation, turn out on Thursday and vote Remain."
Ms Sturgeon later told BBC Scotland that if the UK votes to leave the EU but Scotland votes to remain, it would be "vital" for "Scotland's voice to be heard directly and for Scotland to be talking directly to our European partners about how we protect our place in Europe and in the single market".
Meanwhile, the leaders of all five Holyrood parties also united to call for a Remain vote.
Ms Sturgeon put her name to a joint statement with Labour's Kezia Dugdale, Tory Ruth Davidson, Lib Dem Willie Rennie and Green Patrick Harvie, saying the referendum issue "transcends party politics".
The Leave campaign are also planning campaigning across the country for the final day before the referendum.
A Scottish Vote Leave spokesman said: "The former first ministers are out of touch with ordinary voters by saying we shouldn't worry about uncontrolled EU migration.
"Yet for for millions of Scots that is the real concern. Uncontrolled EU migration depresses wages, pushes up rents and puts pressure on our NHS.
"In this referendum we are being asked to give away our ability to influence decisions and govern our country.
"Outside the EU we will have control over our borders, we will have more powers for our Parliament and more money to spend on our public services."
The joint message from Holyrood's party leaders describes the EU as "Project Peace", calling peace in Europe "a precious legacy and a powerful example to the rest of the world".
Speaking on BBC Radio Five Live, Scottish Vote Leave campaigner Tom Harris dismissed this idea.
He said: "This idea that the EU or its predecessors has managed to keep the peace in Europe, I'm sorry, but there's just no evidence that that's the case.
"What stops wars is if you democratise countries. Germany hasn't gone to war since 1939 because it's a democracy, and democracies tend not to go to war with each other.
"What kept the peace in Europe after the end of the second world war was the Cold War and the role played by NATO.
"I'm not one of these people who will say everything about the EU is bad, I think they have done a very valuable job in bringing closer to democracy the former Communist block countries of Eastern Europe, and I think that's a very good and positive thing, but I do think that's a role that Britain doesn't need to be involved in.
"Our time with the EU, whether its been productive or not, I think is past now. The EU is past its sell-by date, it's not necessary any more."
Scotland's first minister has united with her four living predecessors to back a vote for the UK to remain in the EU.