Navalnaya was at the head of the march alongside Russian opposition figures Ilya Yashin and Vladimir Kara-Murza, a day after a dramatic altercation in the White House between Ukrainian President Volodymyr Zelensky and Donald Trump.
Alongside slogans denouncing Russian President Vladimir Putin and Moscow's invasion of Ukraine, some protesters also carried signs criticising the US president.
On Friday a meeting between Zelensky and Trump ended in acrimony after the Republican and his deputy JD Vance stridently accused the Ukrainian leader of being insufficiently grateful for US help and of not being willing to negotiate peace.
After the demonstration Navalnaya posted on X thanking those who came and told her supporters that "we must not give up, we must not surrender".
"Alexei always said that we must not lose heart - and these are important words, especially now, when it seems that there is very little hope," she said.
Alexei Navalny died in an Arctic prison colony last year.
He has been declared "extremist" by the Russian authorities. In Russia, anybody who mentions Navalny or his Anti-Corruption Foundation without stating that they have been declared "extremist" is subject to fines or up to four years in prison for repeated offences.
After avoiding the spotlight when the politician and anti-corruption campaigner was alive, Yulia Navalnaya has taken up her late husband's cause and spoken at international forums including the Munich Security Conference last month.
At an event last month to mark the anniversary of her husband's death, she had urged Russians living in exile to protest on behalf of those back home.
Yashin and Kara-Murza were two of the prisoners released last year in a major prisoner swap between Russia and Western countries.
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