The march comprising women, priests, nuns, church leaders and common people started from the All Saints Cathedral compound in Sadar area.
The members displayed placards and banners denouncing "atrocities on the community".
Archbishop Abraham Viruthkulangara of Nagpur Archdiocese, Rev Paul Dupare, Bishop of Church of North India (CNI), Rev Roger Gaikwad, general secretary of National Council of Churches in India (NCCI), bishops and John Dayal, former president of All India Catholic Union led the march.
Corporator Vijay Barse, Rev Sudhir Martin, Philips Jaiswal and Nelson Francis were among the religious leaders who were members of the delegation.
Condemning the atrocities, John Dayal said in a statement, "Christians have realised that during the last 300 days, democratic values have eroded, which was a reversal or dilution of existing legislation which was pro-poor. The 300 days have seen assault on democratic structures, the education and knowledge system."
A string of attacks on churches was reported from various parts of the country, including Delhi, Haryana, Navi Mumbai and Jabalpur.