Osman Baydemir, the mayor of Diyarbakir, and Aysel Tugluk, a DTP politician, were present at the demonstration, but police barred them from addressing the crowd.
Smaller protests were staged in towns across the southeast. In Sirnak, protesters threw fire bombs at police, and the authorities in Semdinli near the Iraqi border set up roadblocks to prevent demonstrations, witnesses said.
Ocalan, who founded the armed Kurdistan Workers Party (PKK) in 1978, was apprehended on February 15, 1999, while fleeing the Greek embassy in Nairobi, Kenya, after a year-long manhunt.
He was sentenced to death later that year for treason, and his sentence was commuted to life in prison in 2002.
Ocalan, 61, is in solitary confinement in an island jail off Istanbul, from where he no longer calls for a separate Kurdish homeland, but instead a confederation with some political autonomy for Kurds.
The PKK launched a separatist campaign against the Turkish state in 1984 in which 40,000 people, mostly Kurds, have died.
The US and European Union call the PKK a "terrorist" group.
The DTP, the first pro-Kurdish party to enter parliament in more than a decade, faces a court ban for alleged ties to the PKK.
The party advocates a negotiated settlement with the PKK and an amnesty for some of its leaders.
The European Union, which Turkey is seeking to join, has criticised the court case against the DTP, arguing Kurds should have political representation in parliament.
Turkey has pledged to boost rights for its estimated 15 million Kurds - 20 per cent of the population - as part of its bid to join the EU.