The protestors, some carrying EU flags and others with faces painted in EU colours, carried placards with slogans like "Stop Brexit" and "We Need EU!"
In the June 23 referendum, 51.9 per cent of people voted to leave the European Union compared to 48.1 per cent who wanted to stay in the 28-nation bloc.
Prime Minister Theresa May says her government will not trigger Article 50, the formal process for leaving the EU, before next year.
"I think the people here really hope that it won't happen... We're here to try and overturn this," he added.
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Comedian Eddie Izzard, who campaigned to stay in the EU, joined the demonstration sporting a pink beret.
"Is it too late? No, we just keep fighting," he said. "Theresa May said Brexit means Brexit. What does Brexit mean? She doesn't know what it means."
A smaller counter protest also took place featuring people in favour of leaving the EU. They carried banners with slogans like "No More Excuses, We Want Brexit Now".
They are also calling for a greater voice in how the process of Brexit takes place.