The rally, organized by the opposition Democratic Progressive Party, blasted Ma's efforts to seek better ties with the mainland since he took office in May.
His predecessor, the party's Chen Shui-bian, had pursued a stridently anti-China and proindependence policy.
Chen joined yesterday's march, which stretched for several miles through Taipei.
China and Taiwan split amid civil war in 1949.
But Beijing continues to claim the island as part of its territory and has threatened to attack if Taiwan moves to formalize its independence.
Under Ma's initiative, Taiwan and China resumed talks in June after a hiatus of almost 10 years.
A second round of high-level talks is to be held in Taipei in early November by Chen Yunlin, chairman of China's semiofficial Association for Relations Across the Taiwan Strait, and his Taiwanese counterpart, Chiang Pin-kung.
A visit by Chen's deputy, Zhang Mingqing, this past week to prepare for the talks was marred by a clash with proindependence supporters in southern Taiwan.
Zhang was pushed, and fell to the ground, by a small number of protesters who shouted "Taiwan does not belong to China."
Taiwanese officials say the discussions with Chen Yunlin will be limited to economic issues, including the introduction of direct cargo flights and an expansion of weekend passenger flights to daily service.