The protesters, from Bangladesh and seven other Asian countries, wore black and carried candles during the march on Monday.
Seeking to highlight problems faced by women, they carried placards reading: "Stop trafficking of women and children, don't separate daughters from mothers, and we want all marriages to be registered."
Rie Debabrata of the UN Development Programme, said the women deserved to be heard.
"Some 225,000 women are trafficked on average a year from these eight participating countries where some seven million people are estimated to be HIV/AIDS positive.
"The situation is worsening owing to increased unsafe and uninformed migration, human trafficking and lack of awareness about HIV/AIDS issues and the close linkage between the three," she said.
Besides Bangladeshi protesters, at least 200 activists from Afghanistan, Bhutan, India, Nepal, Pakistan, Sri Lanka and the Philippines participated in the march.
Before joining the protest, about 400 delegates held talks with Khurshid Jahan Haque, Bangladesh's minister for Women and Children Affairs.
"The situation is worsening owing to increased unsafe and uninformed migration, human trafficking and lack of awareness about HIV/AIDS issues"
UN Development Programme
"We express solidarity with the women's struggle against trafficking and other vices," he said.
Madhu Bhusan, of the Asian Women's Human Rights Council, said the demonstration was intended to create public awareness against violence on women.
She added the women will discuss the problem of HIV/AIDS at a special 'South Asia Court of Women' in Dhaka on Tuesday.
A seven-member group led by Winnie Mandela, the president of the Women's League of African National Congress, will listen to reports from more than 40 participants during a day-long deliberation in the symbolic court on Tuesday.