Men and women of all ages carried banners bearing the bloodied face of Farkhunda, a 27-year-old religious scholar killed last week by the mob.
Farkhunda, who went by one name like many Afghans, was beaten, run over with a car and burned before her body was thrown into the Kabul River.
Organisers of today's march estimated 3,000 people took part, calling it one of the biggest demonstrations in Kabul's history.
Marchers chanted "Justice for Farkhunda!" and "Death to the killers!"
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The demonstrators also called for action against officials and religious leaders who had initially supported the attack on Farkhunda by saying her killing was justifiable if she had offended their religion.
The country's Interior Ministry said the spokesman for the Kabul police, Hashmat Stanikzai, had been fired over comments he made on social media supporting Farkhunda's killers.
Stanikzai could not be immediately reached for comment.
Among the crowd were prominent rights activists, including Fatana Gailani, the head of the Afghanistan Women's Council, who said she hoped the incident would be a catalyst for change in a society traumatized by war, corruption and lack of leadership.