Shouting slogans such as "Russia will be free" and "Russia without censorship", the protesters were escorted by several police officers, in a march authorised by local authorities.
Several were also marching in support of Khudoberdi Nurmatov, a reporter for the Russian opposition newspaper Novaya Gazeta, who faces deportation back to Uzbekistan over allegedly violating immigration laws.
Some of those were arrested, according to OVD-Info, a rights group that monitors detentions of activists, while an AFP photographer saw two protesters carrying rainbow flags detained.
In July, Russia's parliament voted to outlaw web tools that let internet users sidestep official bans of certain websites.
It allows telecommunications watchdog Roskomnadzor to compile a list of so-called anonymiser services and prohibit any that fail to respect the bans, while also requiring users of online messaging services to identify themselves with a telephone number.
"Innovation and technology will win! We will defend our freedoms!" one protester said, according to a broadcast of the march on YouTube.
Russia's opposition groups rely heavily on the internet to make up for their lack of access to the mainstream media.
But the Russian authorities have been clamping down on such online services, citing security concerns.
In June, Russian officials threatened to ban the Telegram messaging app after the FSB security service said it had been used by the attackers responsible for the deadly Saint Petersburg metro bombing in April.