The March to Leave, which has been organised by the Leave Means Leave campaign, is being led by former Ukip leader Nigel Farage.
Around 100 people assembled in Sunderland, the first city to vote in favour of exiting the European Union on the night of the 2016 referendum, in order to start the event.
Some supporters were carrying flags bearing messages including “leave means leave” and “storm Brexit”.
Mr Farage is expected the join the march including Kate Hoey and Andrea Jenkyns, the MPs for Vauxhall and Morley and Outwood respectively.
They were joined by a group of counter-protesters, including from the anti-Brexit grassroots campaign Led By Donkeys.
The march will make its way to Hartlepool on Saturday, a trip of around 20 miles, before proceeding on to Middlesbrough on Sunday.
It will then stop off in towns including Pontefract, Doncaster and Wellingborough before arriving in London on March 29 - the intended date of Brexit - when a mass rally will take place in Parliament Square.
Outlining the reasons for the “peaceful protest”, the march’s website states: “It is now clear the Westminster elite are preparing to betray the will of the people over Brexit.
“To counter this, Leave Means Leave are undertaking a peaceful protest to demonstrate the depth and breadth of popular discontent with the way Brexit has been handled.”
It adds: “Failing to deliver a true Brexit will permanently damage the British people’s faith in democracy.”
In announcing the march, Mr Farage said: “All of us who want Britain to be a great country once again accept that we must be prepared to stand up for what we believe in and fight for our independence.”