Men and women marched from the Sayyida Zeinab mosque in the capital to Tahrir Square, carrying banners showing famous Egyptian women.
Their chants criticised the interior ministry, which is accused of failing to bring perpetrators to justice.
Amnesty International meanwhile warned of the increasing prevalence of mob-led sexual assaults of female protesters.
The attacks followed a "clear pattern", where groups of men would encircle the victims, assault them with hands and weapons and then try to undress them, the human rights group said.
A total of 19 violent assaults on women were reported on 25 January, when opposition supporters attended a mass protest in Cairo to mark the second anniversary of the revolution, it added.
"Horrific, violent attacks on women including rape in the vicinity of Tahrir Square demonstrate that it's now crucial President [Mohammed] Morsi takes drastic steps to end this culture of impunity and gender-based discrimination, and for all political leaders to speak out," said Hassiba Hadj Sahraoui, Amnesty's deputy Middle East and North Africa director.
"Impartial, thorough investigations are vital to determine whether these mob attacks are co-ordinated by state or organised non-state actors and ensure perpetrators are brought to justice."
The UN High Commissioner for Human Rights, Navi Pillay, recently said she "deplored the fact that sexual violence is permitted to occur with apparent impunity in a public square, and that the authorities have failed to prevent these attacks or to bring more than a single prosecution against the hundreds of men involved in these vicious attacks".