Nemtsov was shot dead in  central Moscow last week.

With portraits of the deceased leader, posters, Russian flag and mourning bands, people walked from Kitai-Gorod metro station to the Bolshoy Moskvoretsky Bridge.

Mikhail Kasyanov, a co-chairman of the RPR-Parnas party, was quoted as saying by Tass: "Boris is with us… We shall not forgive, the murderers will be punished."

The Moscow authorities had given permission for up to 50,000 people to march in the city on Sunday, reports said.

Opposition politician Boris Nemtsov was shot dead in the Bolshoy Moskvoretsky Bridge.

He will be buried at Troyekurovskoye Cemetery in Moscow on Mar 3.