The rally happen outside of the U.S. Embassy in Moscow, RIA Novosti reported.
"A tragedy like this brings us together, and we have come here to express our condolences," said Yana Lantratova, a member of the Presidential Human Rights Council.
Rally-goers also called for the protection of Russian children adopted by U.S. citizens, carrying photos of Russian children who allegedly were abused by adoptive parents in the United States.
"We want to remember the tragedy of Dima Yakovlev, [18 months,] whose American father left him in a car under the burning sun, and just forgot about him. This man went on to be acquitted, and we consider this unacceptable," Lantratova said.