Gorkha men, women and children took part in the rally amidst heavy rains carrying pro-Gorkhaland placards and shouting slogans against the West Bengal government.
The rally, which started off from IG Park, culminated at the Itanagar Monastery where the protesters lit candles in memory of three persons who were allegedly killed in clashes with police in Darjeeling on June 17.
"We, the people of Arunachal Pradesh are not supporting the Gorkhaland movement because we want a land in Darjeeling or Kalimpong. We are doing it for our identity," said All Arunachal Pradesh Gorkha Youth Welfare (AAPGYWA) president Shyam Ghatani.
BJP's manifesto before the 2014 Lok Sabha election had said that the party will "sympathetically examine" the demand for Gorkhaland.
The rally was also supported by various unions and organisations including All Arunachal Pradesh Students Union and All Nyishi Students Union.
Arunachal Pradesh has been a home to the Gorkha community for many decades. The Gorkha population in the state is said to be more than 1 lakh.