Several lawmakers attended the event, including People's Freedom Party co-chairmen Boris Nemtsov, Mikhail Kasyanov and Vladimir Ryzhkov, RIA Novosti reported.
Organizers of the event received a permission from the city for a march of up to 20,000 people, city officials said.
The protesters yelled slogans such as "Take your hands off children," The New York Times reported.
More than 650,000 children live in foster care or orphanages in the country -- about 120,000 of whom are eligible for adoption, The Times said. However, many children living in orphanages are sick or disabled and have little hope of finding permanent homes.
"The authorities thought we would do what we usually do -- swallow it and be quiet. They did not expect such a reaction," protester Elena Rostova, 61, was quoted as saying by the Times. "But we had two weeks to consider what awaited these handicapped children."
Supporters of the ban, which was made into law in late December, say it is to combat the abuse of Russian children at the hands of American parents. Since 1999, 19 Russian children have died in the United States due to abuse from their adoptive parents, state Duma lawmakers said.
A poll released in December by the Public Opinion Foundation indicated 56 percent of Russians approved of the adoption ban.
Andrei Isayev, a top official from the United Russia party, last week called Sunday's protest a "March of Child-Sellers."
"All the enemies of Russian sovereignty showed themselves the ardent supporters of American adoption," Isayev wrote on a party website.