Protest organisers said the march was timed to coincide with a gathering of parliamentarians in London in support of self determination for Papua.
About 10 lorries carrying police sought to block the marchers, although there were no reports of violence.
Separatist groups have stepped up protests in Papua in recent months.
There have also been several small bomb blasts, including at an airport in Papua and near a copper mine run by the local unit of US mining firm Freeport McMoRan Copper & Gold Inc.
Police also arrested five people this week after an unidentified group hoisted a banned separatist flag in front of a local government office.