The participants of the rally, many of whom carried the EU flags, gathered in the Hyde Park shortly at about 11:00 GMT and marched to the Parliament Square, MNA reported.
According to the organizers of the event, the rally was expected to gather 50,000 people. Police could not name the exact number of participants, saying that the rally gathered thousands or even tens of thousands of people.
Vince Cable, the leader of the Liberal Democrats, as well as Labor Party lawmakers of the House of Commons were among the participants of the event.
Brexit negotiations between the United Kingdom and the European Union officially kicked off on June 19, and are due to be completed by March 30, 2019.