The Dark Energy Spectroscopic Instrument (DESI) is a Stage IV ground-based dark energy experiment that will measure the expansion history of the Universe using the Baryon Acoustic Oscillation technique. The spectra of 35 million galaxies and quasars over 14000 square degrees will be measured during the life of the experiment. We describe the installation of the major elements of the instrument at the Mayall 4m telescope, completed in late 2019. The previous prime focus corrector, spider vanes, and upper rings were removed from the Mayall's Serrurier truss and replaced with the newly-constructed DESI ring, vanes, cage, hexapod, and optical corrector. The new corrector was optically aligned with the primary mirror using a laser tracker system. The DESI focal plane system was integrated to the corrector, with each of its ten 500-fiber-positioner petal segments installed using custom installation hardware and the laser tracker. Ten DESI spectrographs with 30 cryostats were installed in a newly assembled clean room in the Large Coude Room. The ten cables carrying 5000 optical fibers from the positioners in the focal plane were routed down the telescope through cable wraps at the declination and hour angle axes, and their integral slitheads were integrated with the ten spectrographs. The fiber view camera assembly was installed to the Mayall's primary mirror cell. Servers for the instrument control system replaced existing computer equipment. The fully integrated instrument has been commissioned and is ready to start its operations phase.