Families from Malaysia, China and France gathered in the capital Antananarivo as frustration grows over the failure to find the plane and as search efforts are scaled down.
The Malaysia Jet Boeing 777 jet was carrying 239 passengers and crew when it disappeared en route from Kuala Lumpur to Beijing on March 8, 2014.
Several pieces of debris have been picked up in Madagascar after the first debris - a two-metre wing part known as a flaperon - was found washed up on the French Indian Ocean island of Reunion in July 2015.
"We wanted to do it ourselves so we have come here to try to inform everybody about this missing plane and how important it is for us to look for debris.
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"We need to find evidence to solve this mystery of MH370. If we don't know what happened to this plane, we cannot prevent this from happening again."
Nathan said the group of seven relatives would push authorities to increase their efforts and would also travel to the remote east coast to appeal for locals to search for and report possible plane debris.
It is believed that the plane crashed into the Indian Ocean, but an extensive deep-sea hunt off Australia's west coast has failed to find a single piece of debris, with the search set to end early next year.
Many next-of-kin have complained about the lack of a coordinated search in the western Indian Ocean and along the African coast despite the recovery of debris which was either confirmed or declared highly likely to have come from MH370.