The wives of two jailed opposition leaders headed the marchers who were dressed in white and waved national flags.
On October 20, election officials suspended a petition seeking a referendum on removing President Nicolas Maduro from office.
The move was criticized by the Organization of American States (OAS).
In a statement, 12 OAS member countries, including Brazil, Argentina and Colombia said they were “profoundly worried by the decision taken by the Venezuelan National Electoral Council”.
OAS Secretary General Luis Almagro said: “Only dictators deny their citizens their rights, ignore the legislature and have political prisoners.”
The election commission said it had halted the recall vote process on the grounds of alleged irregularities during the gathering of signatures for the first petition required by the rules.
On October 18, the council also ordered a delay of about six months in regional elections due at the end of the year and which polls suggested the opposition would have won.
The march was led by two wives of jailed government opponents: Lilian Tintori, the wife of Leopoldo Lopez, and Patricia Gutierrez, the wife of the former mayor of San Cristobal, Daniel Ceballos.
Both have advocated hard-line tactics against the government.
“There’s no obstacle that can defeat Venezuelan mothers, fighting for the future of their children,” said Lilian Tintori who has called for a campaign for civil disobedience.
The two women were accompanied by several thousand marchers, mainly women, dressed in white and carrying Venezuelan flags.
The march is the first of a series of protests the opposition say they intend to organize to try to put pressure on the Electoral Council to revoke its decision.
On October 19, they said they would “retake Venezuela from top to toe,” in a massive street protest on the day which would have been the start of a second petition.
President Nicolas Maduro, who is abroad, called for calm in a TV address.
“I call on everyone to remain peaceful, to engage in dialogue, respect law and order,” he said.
One of Nicolas Maduro’s most powerful allies, Diosdado Cabello, said top opposition leaders should be jailed for attempting election fraud.
Earlier this week, the government placed travel restrictions on eight opposition leaders.
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