The event, organised by the campaign group All Under One Banner (AUOB), followed previous marches held across the country including in Glasgow, Edinburgh and Ayr.
Marchers congregated on the city's Albyn Road at around 1.30pm on Saturday before proceeding down Union Street and finishing at Castlegate.
Police Scotland estimated 4-5,000 people joined the march, while organisers claimed 12,000 took part.
Earlier this month, a poll published by Lord Ashcroft suggested a majority of people in Scotland are now in favour of independence.
A total of 1,019 people in the country were asked how they would vote in a future independence referendum if one were to be held.
When those who said they did not know, or said they would not vote, were removed, support for independence was at 52% and 48% were against.
First Minister Nicola Sturgeon described the poll as "phenomenal" for the independence movement.