March organisers “Non Una de Meno!” (Not One Less!) say 94 women have been killed by their partners or former partners this year.
The procession moved through the city's old quarter behind a large banner that read: “Against your violence, we are in revolt!”
Banners from political parties and unions were absent at the request of the organisers and many of those taking part wore pink, the colour of choice for the demonstration.
“We are the fierce and powerful voice of all those women who no longer have a voice,” said one banner.
A float that played music along the route also broadcast the names of women killed by their partners or ex-partners this year.
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“Everywhere in the world, women are revolting against patriarchal, racist, institutional, environmental and economic violence,” said a statement from Non Una Di Meno.
At 4:30 pm (1530 GMT) the marchers sat down on the ground and remained silent for a few minutes in memory of the women who had been killed.
Italy's Economy Minister Roberto Gualtieri on Saturday announced 12 million euros would be released to help the children of women killed by their partners. It will be used to fund scholarships, medical costs and professional
training, he tweeted.