The Express Tribune reported the convoy, expected to draw up to 200,000 people Sunday, was led by Tahirul Qadri, head of the Tehrik-i-Minhajul Quran International, who vowed to stay on in Islamabad until his objectives were met.
Organizers have said the campaign along the 234-mile route would remain peaceful.
Protesters road in buses, vans and other vehicles and many joined as walkers as the convoy passed through their areas, CNN reported.
"Our march will prove to be a march for human rights and true democracy ... . It will end poverty, strengthen the nation and ensure Quaid-e-Azam's dream comes true," Qadri told his followers prior to starting from Lahore, Pakistan's second-largest city and capital of Punjab province.
Quaid-e-Azam (Great Leader) refers to the late Muhammad Ali Jinnah, a lawyer who helped found Pakistan during the partition of the subcontinent.
The report said the action, which also been described as an effort to end alleged official corruption, began about midday Sunday after Qadri addressed his followers and got into his bullet-proof van.
The convoy included a number of trucks carrying food, bottled water and cooking-gas cylinders for the participants' "indefinite stay" in Islamabad.
Police in Lahore said full security had been provided to Qadri and his supporters, who are demanding key reforms as the country prepares for general elections later this year. The five-year term of the civilian government of President Asif Ali Zardari will end in March. The exact dates for the elections have not been announced but they are expected by May.
The Dawn newspaper said Qadri has accused the government of being corrupt and incompetent.
Pakistan faces tough economic challenges even as its major cities and towns continue to face what appear to be unending incidents of deadly sectarian, separatist, militant and political violence that have claimed hundreds of lives and inflicted untold damage and destruction. In the latest acts of sectarian violence, nearly 100 members of the minority Shiite community were killed in two explosions in Quetta last Thursday.
Dawn reported that Pakistani authorities had sealed off the main roads to Islamabad ahead of the Qadri convoy and warned it could be attacked by the Taliban.
The report said about 10,000 police officers and other law enforcement personnel had been deployed along the route for the security of the protesters.
Qadri, 61, a Canada-based religious scholar, was exposed to both Christianity and Islam. Later, he studied law at the University of Punjab, where he also taught, Dawn reported.
The report said his Minhaj ul Quran seeks to bridge the gap between different communities and religions and promote peace. The report said the organization's network extends to more than 90 countries.
NBC reportedly holds celebs hostage to Jimmy Fallon's show
Boston schools pull out free condoms over wrapping complaints