Some were carrying banners reading "President Trump, please save Hong Kong" and "Make Hong Kong great again", the BBC reported on Sunday.
The protests, now in their 14th straight week, have continued despite Hong Kong's leadership finally meeting one of the protesters' key demands.
China has consistently warned other countries not to interfere. It says the situation in Hong Kong, a former British colony handed back to China in 1997, is purely its own internal affair.
Sunday's crowd waved US flags and chanted pleas for the US to "liberate" Hong Kong from China.
They sought that the US pass a proposed "Hong Kong Human Rights and Democracy Act", which Democratic senators are pushing for consideration next week.
The law would require the US to certify Hong Kong's high degree of autonomy on an annual basis to justify its special trade status.
It could also expose Chinese officials to US sanctions if they were found responsible for suppressing Hong Kong's freedoms.
Protesters sang the US national anthem and a new rallying cry of "five demands, not one less" - after one of their long-standing conditions for ending demonstrations was met earlier this week.
The appeal for US intervention comes despite Trump's characterisation of Chinese President Xi Jinping as "a great leader who very much has the respect of his people".
For its part, China has not only warned foreign powers not to interfere, but has outright accused the US and Britain of encouraging the protests.
The US State Department has issued a travel advisory for Americans visiting Hong Kong, warning that US citizens and diplomatic staff "have been subject to a People's Republic of China propaganda campaign falsely accusing the United States of fomenting unrest in Hong Kong".
( With inputs from IANS )