The Civil Human Rights Front had cancelled the march it was planning to Chater Garden in Central, after failing to convince an appeal board to overturn the ban.
But on Monday, pro-democracy figures had urged people to march in any case, saying the right to protest is enshrined in the Basic Law and permission from the authorities is not required.
The democrats, including former Democratic Party chairman Albert Ho, did admit, however, that there is a chance that the police could attempt to make arrests for unauthorised assembly.
One woman at the gathering in East Point Road said she felt she had come out onto the streets to “mourn” Hong Kong.
“We want to show that even though this rally is not authorised, we have the right to demonstrate, we have freedom of speech, we have the freedom of assembly … so we want to be here,” she said.
The appeal board had agreed with the police that the planned march would be very risky, with the safety of participants and the general public likely to be put in danger.