The group marched from 10 Downing Street, the home and office of the prime minister, to the Israeli Embassy, The Times of London reported. Many of the marchers were Turks living in England.
About 5,000 people protested in Istanbul, Turkey, the Times said. The march was organized by the Foundation for Humanitarian Relief, one of the groups involved in the convoy.
Nine men were killed when Israeli commandos boarded one of the six ships in the convoy. All the dead were Turkish nationals, although one also held U.S. citizenship.
The Irish-flagged M.V. Rachel Corrie, named after a U.S. peace activist killed in Gaza, was stopped Saturday on its way to Gaza.
Demonstrators in London chanted "Stop Israeli piracy." Activists say Israel violated international law by boarding the flotilla while it was outside Israeli waters.