The procession started after the Friday prayers at the Jama Masjid, AMU, and culminated at the gates of the district collectorate.
The students handed over a memorandum to the Additional District Magistrate addressed to the President of India, urging him to take lead in drawing the attention of the international community to the situation in Myanmar.
The memorandum states that India has always taken the lead in international humanitarian ventures and should "not remain a silent witness to the happenings in the neighbourhood".
It also said the governments of western countries and the United Nations should not observe "double standards" while dealing with large-scale loss of human life.
"If the government does not respond to our pleas then we will intensify our stir," the memorandum warned.