The protests were sparked by an extradition bill, which has since been suspended by the Hong Kong government.
Subway railway stations were forced to shut after getting clogged with protesters heading to the rally.
Though the authorities didn't grant permission to organisers Civil Rights Human Front for the march, the sheer weight of numbers around the park meant that activists had to shift to streets. However, the police had allowed demonstration in Victoria Park.
Wong, a protester, said, "We have been fighting for more than two months, but there has been no government response. We could just come out again and again."
Activists and the police have clashed over the past 10 weeks with the security forces frequently firing tear gas and rubber bullets, but this weekend's rallies have been peaceful.
China, which has built up security forces in nearby Shenzhen, has likened the protests to terrorist activity.
After increasingly violent clashes in recent weeks, there's been a concerted effort to win back public support for the democratic reforms by focusing on larger peaceful gatherings.
Last weekend, activists occupied the airport, leading to cancellation of hundreds of flights.
The turmoil has plunged one of Asia's leading financial centres into crisis. Many businesses remained closed on Sunday, amid fears of violence.
Mass protests erupted in June over the Hong Kong government's now-shelved extradition bill, the South China Morning Post reported. The administration dropped the draft legislation on June 15 and city leader Carrie Lam later declared it dead.
Since then protesters have escalated the campaign with street demonstrations and non-cooperative action.
( With inputs from IANS )