The flagship People's Climate March is among the first of more than 2,500 which will take place around the globe in the next 14 hours, ahead of a UN summit on climate change in New York next week.
World leaders will meet on Tuesday where Foreign Affairs Minister Julie Bishop will represent Australia.
Prime Minister Tony Abbott has said it is important he stay in Canberra but will head to the US the next day for a UN Security Council meeting on terrorism.
"This is a clear testament that Australians want climate action regardless of what Tony Abbott and his government are doing right now," GetUp! Campaigns chief of staff Erin McCallum said of the march on Sunday.
"The key message today is we're doing what he won't, we're standing up, we're taking action as consumers, as citizens, as Australians around the world and all around Australia today.
"We're not going to wait for our government to wake up, we've woken up and we're here and we're going to take action starting right now."
A 100 per cent renewable energy target and putting an end to coal mining were hot topics on the agenda at the rally which ended near Parliament House after winding through the CBD.
Addressing the gathered protesters, Professor Tim Flannery said Australia must take action before it's too late.
"This is not some sort of ethereal issue," he said.
Greens leader Christine Milne said Australia must send a strong message to Mr Abbott that the time for a "conversation" was over.
"We won't stand for it, that's what we have to convey to Tony Abbott and leaders around the world," she said.
"The reign of fossil fuels is over, what we have to do is end the reign of the fossil fools who keep it going."
Labor's spokesman on climate change, Mark Butler, said Australia, being the largest polluter in the OECD per head of population, had to show the world it was still committed to its climate change responsibility.
"We have a responsibility, and it's in our national interest to be a participant in those global climate affairs so that we can grasp the enormous opportunities of a clean energy future," he told reporters.
He said various G20 meetings leading into the leaders' summit in November should include climate change as an agenda item. "This is an economic, social and environmental challenge, and a very serious series of meetings without addressing climate change is simply missing out on that opportunity and that challenge," Mr
Butler said.
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