Russian state media heavily promoted the rally and march with the slogan “We won’t forget! We won’t forgive!”.
Ukraine’s protests ousted pro-Russian President Viktor Yanukovych in 2014.
Russia has since annexed Ukraine’s Crimea peninsula and is accused of backing rebels in eastern Ukraine.
The Ukrainian government, Western leaders and NATO say there is clear evidence that Russia is helping the rebels in eastern Ukraine with heavy weapons and soldiers. Independent experts echo that accusation. Moscow denies it, insisting that any Russians serving with the rebels are “volunteers”.
Shelling could be heard on Saturday morning in the city of Donetsk, the rebels’ main stronghold, further fraying the ceasefire which was meant to begin nearly one week ago in eastern Ukraine.
Nearly 5,700 people have died since the fighting erupted in April 2014 and some 1.5 million people have fled their homes, according to the UN.
The Moscow event is styled as an “anti-Maidan” march – a reference to Ukraine’s pro-EU protests that started on Kiev’s central Independence Square, widely known as the Maidan.
Groups of demonstrators gathered in central Moscow on Saturday under patriotic Russian banners.
One group of marchers in military fatigues could be seen with a placard which read “Maidan is an illness – we’re going to cure it!”
Another placard read “Maidan benefits the enemies of Russia!”
At least 10,000 people are expected to turn out with more than 100 public organizations mustering support, Russia’s NTV news channel reports.
The channel says it will air an interview with Viktor Yanukovych later in the day.
The anti-Yanukovych revolt was triggered by a sudden U-turn that ditched a wide-ranging pact with the EU in favor of closer ties with Russia.
Since Viktor Yanukovych fled Kiev, the new authorities in Ukraine have issued an arrest warrant for him over the “mass murder of peaceful citizens”.
Ukrainian President Petro Poroshenko accused Russia on February 20 of direct involvement in the sniper fire that killed dozens of protesters in Kiev on February 18-20 last year.
Petro Poroshenko was speaking just two days after his army retreated from the key town of Debaltseve, now in rebel hands.
Speaking at a commemorative gathering in Kiev, he said Russian presidential aide Vladislav Surkov had organized “groups of foreign snipers”. The president cited information he had received from Ukraine’s security services.
The Russian foreign ministry hit back at the claim, calling it “nonsense”.
The rebels took the strategic transport hub, despite the ceasefire signed on February 12, arguing that the truce did not apply to the flash-point town.
An intense rebel bombardment forced some 2,500 government troops to retreat from Debaltseve, and dozens of others surrendered.
Russian President Vladimir Putin issued a tough statement on February 20 warning that he would not allow any foreign state to gain the military advantage over Russia.
“No-one should have the illusion that they can gain military superiority over Russia, put any kind of pressure on it,” he said.
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