"We are a new nation at the start of a new millennium and we all feel very proud to be here," said diminutive marathon runner Mariana Dias Ximenes who is the only woman in the 16-member team.
"When we saw East Timor being welcomed into the United Nations everyone here was so happy because the country has been through so much."
Indonesia occupied East Timor when colonial power Portugal withdrew in 1975, and they stay ended in bloody chaos as Indonesian troops and militiamen laid waste to East Timor to punish it for voting for independence in a UN referendum in 1999.
At least 1,000 people died in the ensuing trouble and as many as 300,000 were forced across the border into West Timor before an Australian-led peacekeeping force restored order.
Now, the 20-year-old Ximenes is looking to make her mark when she takes part in the marathon although setting records and winning medals, she admits, is probably beyond her.
"I have been training really hard all this year. I have a best time of two hours and 58 minutes and if I can bring that down, then I will be more than happy."
Chef de mission Joao Viegas Carrascalao also admitted that being here is of more importance than making a big impact.
"The most important thing for us at this moment is to take part and contribute to the success of the Games, rather than concern ourselves with victories or defeat," Carrascalao said.
He added that athletes, taking part in boxing, badminton, tennis, table tennis, weightlifting, taekwondo, karate, cycling and track and field have all been training hard since the country was informed earlier this month that the Olympic Council of Asia (OCA) had decided to allow it a temporary membership so that it could take part in the competition here.
The OCA is due to hold an executive board meeting during the Asiad to allow East Timor full membership.
However, planning for the two-week event has not been easy, said Carrascalao.
"The conditions at home are not very good. With the lack of equipment, proper facilities and appropriate diet, it is a struggle for them to train," he said.
East Timor were allowed to enter four competitors under special dispensation at the Sydney Olympics in 2000 under the Olympic flag and two of those have survived in this team - boxer Victor Ramos and weightlifter Martinho DeAraugo.