The rally, which was attended by friends of Sonika, including those from the modelling and acting world, said they demanded "fast and impartial investigation" into the incident.
The rally ended in front of the Tollygunje police station where BJP MP Roopa Ganguly joined them and lighted a candle.
Sonika was killed and her companion Vikram, who was at the wheels of the sedan, got injured when the vehicle crashed into roadside shops and flipped over after mounting the pavement at Rashbehari crossing very early in the morning.
The rallyists held placards which read 'We demand justice for Sonika'.