One of the organisers, Kholofelo Masha, said men had to take collective responsibility for the increase in beatings, sex attacks and killings.
South Africa has one of the highest rates of sexual violence in the world.
Police figures showed that 64,000 cases were reported last year.
A series of grisly murders of women and children has hit the headlines this year and President Jacob Zuma has described the situation as a crisis.
The protesters on Saturday marched behind a woman symbolically dressed from head to toe in white. Some carried placards bearing the names of women killed by their partners.
“The time to take collective responsibility for our shameful action is now,” said Mr Masha, who described himself as “a loving dad, brother and uncle.”
He said South African men had been quiet on the issue for too long.
“You hear a lady screaming next door, you decide to sleep when you know there is a problem. No man should beat a woman or rape a woman while you’re watching”.
On Thursday, President Zuma visited the parents of a three-year-old girl who was raped and killed.
Courtney Pieters went missing from her home in Cape Town on 4 May and her body was found more than a week later in a shallow grave.
“We, as the citizens of this country, must say enough is enough,” Mr Zuma said at the time. “This is one of the saddest incidents I’ve come across. It’s a crisis in the country, the manner in which women and children are being killed.”
The governing African National Congress party has branded the wave of violence “senseless and barbaric”, while the opposition Democratic Alliance has called for a nationwide debate on the issue.