The protest programme was called marking the 57th anniversary of American civil rights icon Martin Luther King Jr's "I Have a Dream" speech.
A series of speakers addressed thousands of protesters from the steps of the Lincoln Memorial of the city.
Addressing the rally, Martin Luther King III said "we're marching to overcome what my father called the triple evils of poverty, racism, and violence", reports Xinhua.
He said those "evils" have exacerbated four major challenges - the coronavirus pandemic, unemployment, police brutality and gun violence, and voting rights - that currently face the US.
The event, dubbed the "Commitment March: Get Your Knee Off Our Necks," came after 46-year-old African American George Floyd died after a white police officer kneeled on his neck for nearly nine minutes during an arrest in Minneapolis, Minnesota in May.
Floyd's death sparked weeks-long protests and social unrest across the US. Public anger has been reignited in the wake of the Aug 23 police shooting of 29-year-old African American Jacob Blake in Kenosha, Wisconsin, which has led to consecutive days of protests and violence at times in the city.
"I wish George were here to see this right now," George Floyd's brother Philonise Floyd told protesters on Friday. "That's who I'm marching for. I'm marching for George ... and anybody else who lost their lives."
Also read: Protests spread in wake of George Floyd death in US
Jacob Blake Sr, father of Blake who was shot seven times in the back by a white police officer, also spoke to the crowds.