The protesters, who organisers said numbered about 15,000, surrounded the parliament building holding banners reading "No to Henoko", in the latest rally against the controversial base.
Henoko is a small coastal area on Okinawa where Tokyo and Washington plan to relocate the existing Futenma military facility, currently situated in built-up Ginowan.
"We must stop this construction," said one of the protesters, Akemi Kitajima, 66.
"The government is trying to force the plan no matter how strongly Okinawa says 'no' to it."
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The plan to move Futenma, first mooted in 1996, has become the focus of anger among locals, who insist it should be shuttered and a replacement built elsewhere in Japan or overseas.
But both Tokyo and Washington have repeatedly backed the plan, with Prime Minister Shinzo Abe last month insisting it was "the only solution".
The protestors today also expressed opposition to Washington's scheduled deployment of CV-22 Osprey aircraft at US Yokota Air Base in Tokyo.
More than two dozen Ospreys have been already deployed at Okinawa's Futenma airbase, prompting safety concerns from local residents.
Today's rally comes a week after 35,000 people on Okinawa, led by the anti-base governor, protested the new US base plan.