Her death has struck a nerve in a country where, despite its reputation for being relatively safe, many women say they are increasingly afraid of threats, abuse and attacks by men.
The protesters, many wearing white masks and vinyl coats, began their march at a gate of southern Seoul's Gangnam subway station, near where the victim was attacked by a male stranger early Tuesday in a building's bathroom.
It was the fourth straight day of memorial events and other gatherings following the attack.
"As another woman in her 20s, I feel devastated about this incident because it could have been me," read a note attached to the subway gate in Seoul.
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"I want to live in a place where I don't have to be told I must be careful because I am a woman," said another note.
Police said the man waited around 40 minutes for a woman to appear at the bathroom before stabbing the victim at around 1 am Tuesday with a knife he had brought. He told officers he attacked the woman because he felt that women have been "dismissive" of him.
Statistics show that violent crimes against women are rising in South Korea. The latest statistics from the Supreme Prosecutors' Office show that in 2014, women accounted for around 85 per cent of the country's 34,000 victims of "heinous" violent crimes, including murder, robbery and sex crimes.