The protest, which brought together Greeks and immigrants, was part of a day of anti-racism events.
Golden Dawn, exploiting public anger over the financial crisis, won 18 seats in parliament last June.
One of the most right-wing parties in Europe, it is accused of anti-immigrant attacks, but denies violent activity.
The coffin of a Pakistani immigrant murdered by suspected right-wing extremists was also put on display.
Shehzad Luqman, 27, was stabbed to death by two men who had been riding a motorcycle as he rode his bicycle to work in the Athens neighborhood of Petralona in the early hours of Wednesday.
More than 80% of immigrants to the European Union enter via Greece.
This was a day designed to show the other side of Greece, drowning out the racism of the minority.
Greek hospitality is well-known – but the financial crisis is changing the nation with elements lurching to the right and fearing both the future and the outsider.
Away from Athens, campaigners used a more artistic means of spreading the word: a children’s play with a social message was staged, telling the story of a Greek family that meets Iranians and a Pakistani on holiday, and of initial fears subsiding as the group learns to live together.
The play’s director, Vassilis Koukalani, said: “The play is about prejudice, about racism, about xenophobia and it shows how we can overcome these things with common sense, with a sense of humour, with a sense of justice above all.”
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