Zimbabwe President Mugabe's 37-year rule ended four days ago when the military seized the power.
Euphoric crowds filled streets in the capital on Saturday morning and cars honked their horns.
"It's like Christmas. Zimbabweans have been suffering for a long time and were now, finally, happy," the Guardian quoted a marcher Fred Mubay as saying.
Many carried national flags. One had a poster with a message for the 93-year-old president: "Leave Zimbabwe now!!!" while a vendor at an intersection held up a newspaper with the headline: "Mugabe cornered."
The march - which has been sanctioned by the military - will demonstrate popular support for the takeover and a return to democracy. However, moves within Zanu-PF may prove the decisive factor in forcing Mugabe to step down.
By late Friday afternoon, all 10 of the country's provincial Zanu-PF branches had passed motions of no confidence in the president. These could lead to Mugabe being stripped of office by Sunday, one official told the Guardian.
Meanwhile, Scores of Zimbabweans based in Pretoria, South Africa on Saturday gathered at the Union Buildings in solidarity with their countrymen back home protesting for President Robert Mugabe's removal.