Carrying black, white and red Iraqi national flags and clutching posters of Sunni Arab politicians, they strode through a western district of the capital before listening to their leaders denounce last week's vote as fraudulent.
Adnan al-Dulaimi, a leading member of Iraq's main Sunni Arab coalition, the Iraqi Accordance Front (IAF), said: "They wanted to use these false election results to say we are a minority in this country."
The coalition failed to do as well as it had expected in the ballot on 15 December.
Speaking from the balcony of a building with armed men on the roof, he called on Iraqis to unite and refrain from violence.
Friday's street protests in Baghdad and other Iraqi cities followed days of complaints by leaders of Sunni and secular parties about provisional election results.
At least two dozen parties, including the biggest Sunni Arab and secular blocs, have formally demanded a new vote and that an international body review election fraud complaints - an idea rejected by the UN.
The Iraqi Accordance Front says
widespread poll fraud took place
They have also threatened to boycott the new parliament and have accused Iraq's electoral commission of bias, saying it should be disbanded.
For its part, the main Shia Islamist coalition, which according to unofficial results appears to have triumphed in the vote, has said it is willing to include Sunni and others in government to ensure that all Iraq's sects and ethnic groups are represented.
But Tariq al-Hashimi, another IAF leader, ruled out talks until charges of widespread electoral fraud had been addressed. "There will be no negotiation until the results have been settled fairly," he told Friday's demonstration.
Al-Dulaimi said he was particularly worried by the results from Baghdad, Basra and Kirkuk.
Also on Friday, more than 2000 people demonstrated in Mosul, where some accused Iran of having a hand in election fraud. About 1000 people demonstrated in Tikrit, Saddam's home town.
Baghdad was the biggest prize in the poll, accounting for over a fifth of seats in parliament. The Shia alliance took a surprise 57% of the vote, against 19% for the IAF.
In the city of Kirkuk, contested by Kurds, Arabs and Turkmen, the Kurdish bloc won more than half the votes amid allegations that they had brought in supporters from other areas.
Sunni Arab leaders are angry but
have not ruled out negotiations
Another leading member of the IAF, Hussein al-Falluji, said Friday's march was a show of strength to demonstrate to the electoral commission and the Iraqi government's US backers how effectively they can mobilise their followers.
But he also suggested that there was room for negotiation.
Criticisms of last week's elections are seen by some as jockeying for position by Sunnis and by Iyad Allawi, the former interim prime minister who is a secular Shia, before negotiations on forming a new coalition government begin.
No group is expected to win a majority of the legislature's 275 seats.