Hundreds of women braved the cold as they lit candles at the Don Bosco Square before taking out a silent procession.
Taking part in the vigil, Emie Sunn, a 10-year-old boy demanded that those who committed crimes against women should be hanged.
Meghalaya Chief Minister Mukul Sangma, who condoled the death of the victim in Singapore, said "A thorough look at the prevailing system to address this menace is the need of the hour."
He said a comprehensive action plan was required involving the government and the people. "Any change that we want can only take place when the people themselves involve in the process."
Admitting that crimes against women in matrilineal Meghalaya was increasing, Sangma said, "This problem is serious and we all need to concertedly strive towards a permanent solution."