Around 10,000 marchers followed a route through Dumfries town centre on Saturday, Police Scotland said, before congregating at the town’s Dock Park.
The event was organised by All Under One Banner, the group which has staged the annual pro-independence march in Glasgow for several years.
Dumfries & Galloway returned one of the strongest No votes in the country at the 2014 referendum, rejecting independence by 66 per cent to 34 per cent.
Speaking at the time, South of Scotland SNP MSP Aileen McLeod said she believed geography had played a key part in the result.
“We have to remember the close proximity to the border and that tends to magnify some of the concerns that were raised around cross-border issues that weren’t maybe played out in the rest of the country,” she told the BBC.