The activists in a "March Against Executioners" traced the route to Bolotnaya Square where 650 people were detained after last year's rally ended in violence.
A dozen protesters are on trial and another 16 remain under investigation, RIA Novosti reported.
Officials say the 2012 clashes were started by radical opposition leaders. Activists said police provocations triggered the confrontation.
Moscow police estimated 5,000 protesters marched Wednesday. The opposition said the number was closer to 20,000.
Participating in the rally of support were lawmaker Dmitry Gudkov, opposition politician Vladimir Ryzhkov, activist writer and journalist Dmitry Bykov and whistle-blowing lawyer Alexei Navalny, RIA Novosti said.
Several protesters were detained before the rally began for carrying flags of the outlawed Left Front group, the human rights website Ovdinfo.org said.