Despite police ban and arrest of several prominent activists, hundreds of demonstrators marched towards police headquarters in central Wan Chai for 13th consecutive weekend.
Before beginning their rally, the protesters gathered at a sports stadium in Hong Kong's city centre for the Christian Rally, reported Al Jazeera.
This came after police ramped up a crackdown on the months-long protest movement, which erupted in June because of a proposed bill that would have allowed extraditions to China.
Though the draft has since been shelved, the protests against the government have continued with protesters issuing five major demands including the resignation of Chief Executive Carrie Lam.
Hours after arresting prominent activists including Joshua Wong, police also detained three legislators on Friday night. However, Joshua was released on bail later.
The Saturday's rally was called to mark the fifth anniversary of China's rejection of demands for free elections in Hong Kong.
Over 800 protesters have been arrested by the police since the start of the agitations in June. The protestors have also been subjected to pepper spray by the police, who have resorted to other methods like batons and water cannon as well, to disperse the crowd on several occasions.
China has largely slammed the protests, calling for peace in the Chinese special administrative region.
( With inputs from ANI )