The march was organised by a coalition of opposition parties following nationwide rallies against Zuma last week.
Thousands of demonstrators gathered in the South African capital Pretoria on Wednesday for further protests urging President Jacob Zuma to step down.
The march to Union Buildings, the official seat of government, was organised by a coalition of opposition parties following nationwide rallies against Zuma last week.
Zuma’s recent sacking of respected finance minister Pravin Gordhan unleashed public anger over government corruption scandals, record unemployment and slowing economic growth.
Wednesday’s march was led by the radical leftist Economic Freedom Fighters (EFF) party, along with the Democratic Alliance (DA) and smaller opposition parties.
“I came because Zuma has to step down. He sold the country. I don’t want him anymore,” Mavis Madisha, a 37-year-old EFF supporter, told AFP.
Gordhan’s sacking triggered unprecedented criticism from senior figures in the ruling African National Congress (ANC), including from Deputy President Cyril Ramaphosa.
The ANC has since tried to close ranks behind Zuma and has vowed to defeat a no-confidence vote in parliament.
The vote is scheduled for next Tuesday but may be delayed due to a legal tussle over whether it should be a secret ballot for lawmakers.
Zuma, who turned 75 on Wednesday, is due to step down as head of the ANC in December, and as president ahead of the 2019 general election.
He is seen as favouring his ex-wife, former African Union chief Nkosazana Dlamini-Zuma, to succeed him.
The president branded last week’s protests, which attracted tens of thousands of marchers, as racist.
The dismissal of Gordhan saw the Fitch and Standard & Poor’s agencies cut South Africa’s sovereign credit rating to junk status due to fears of political instability and growing corruption.
Zuma has been accused of being in the sway of the wealthy Gupta business family, allegedly granting them influence over government appointments, contracts and state-owned businesses.
The ANC has lost popularity in recent years and slipped to 55 percent of the vote in last year’s local elections — its worst ever result.