The security officers have demanded that the Palestinian Hamas-led government pay them their long-overdue wages.
And the protest has led to fears that unrest could spiral into violence across the already chaotic Gaza Strip.
The protest had been banned by Abbas, who said security officers did not have the right to hold marches against the government.
"We aren't against the government, even if we disagree with it. But for seven months we've suffered without salaries," said Nidal Khader, who helped to organise the protest.
"If the government is not able to carry out its responsibility, it must acknowledge this"
Nidal Khader, protest organiser
"If the government is not able to carry out its responsibility, it must acknowledge this."
The protest comes as public worker strikes across Gaza and the West Bank entered their fourth day.
On Saturday, thousands of teachers went on strike in the Palestinian territories, shutting down scores of schools.
Civil service and health workers unions also joined the walkout.
About 170,000 Palestinian civil servants have not received their salaries since March.
Saturday's strike was widely viewed as a tactic by Fatah, lead by Abbas, to press the Islamist Hamas movement to join it in a national unity government.
The Palestinians have faced a severe financial situation since Hamas's victory in January elections, when sanctions were imposed by the US and European Union, demanding that the group renounce violence, recognise Israel and abide by existing peace agreements.