The Stations of the Cross march comes on the Pope’s fifth day in Brazil for World Youth Day – a weeklong event for more than a million young Christians.
Pope Francis spoke about the lack of faith in political institutions perceived as selfish and corrupt by young people.
A planned field vigil outside Rio de Janeiro was moved to the city because of rain.
Young Catholics played drums on Copacabana beach as they waited for the Pope. People from all over the world travelled to Brazil for the pontiff’s visit.
“Jesus is united with so many young people who have lost faith in political institutions, because they see in them only selfishness and corruption,” Pope Francis said.
Protests, sometimes violent, broke out in cities across Brazil last month against corruption, poor public services and the high cost of events like the 2014 World Cup.
Pope Francis, 76, also expressed understanding for Christians who had lost faith in the church because of what he called the “incoherence of Christians and ministers of the gospel”.
The Roman Catholic Church has been rocked by scandals over abuse by priests.
A pilgrim described the Pope as “very clever” and “very humble” with “a lot” of personality.
“It’s what our religion… our church is needing right now,” she said.
Shortly after Pope Francis finished speaking, police held a group of protesters who tried to invade the stage. They were demonstrating against the state governor of Rio, Sergio Cabral.
In Brazil’s largest city, Sao Paulo, some 300 demonstrators attacked several bank branches and at least one police post in protest against the state governor there.
Police said at least eight bank branches were attacked, and for a time several of Sao Paulo’s main avenues were blocked.
Tear gas was used to disperse the protesters.
Earlier, Latin America’s first pontiff met a group of prisoners in a palace of the Rio archdiocese.
Pope Francis then emerged on a balcony to address the crowd, urging them to cherish the elderly on Grandparents’ Day.
“How important grandparents are for family life, for passing on the human and religious heritage which is so essential for each and every society,” he said.
Pope Francis then went to a park where he heard three Brazilians, a Venezuelan and an Italian confess their sins.
Brazil is the world’s biggest Roman Catholic country, despite the growing popularity of Pentecostal Christianity in the country.
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