Some of Russia's most prominent human rights activists and opposition leaders took part in a Moscow rally - which began with a minute's silence at the same time Politkovskaya was shot outside her apartment building three years ago.
'Lack of political will'
Mikhail Kasyanov, a former prime minister and now a leader of the opposition, said the authorities were incapable of solving such crimes.
"Even the most honest investigator cannot solve the crime because the government won't let him."
Dmitry Muratov, the editor of Politkovskaya's newspaper, agreed. "There is a political will not to solve the murders", he told the crowd that had gathered in a park on Wednesday.
The demonstration was heavily policed, and the authorities had forbidden a gathering of more than 350 people.
Neither Dmitry Medvedev, the Russian president, nor Vladimir Putin, the current prime minister who was president when Politkovskaya was killed, commented about her death on the anniversary.
Meanwhile, Politkovskaya's paper is being sued by Yevgeny Dzhugashvili, Stalin's grandson.
He contests the paper's claims that Stalin personally signed the death warrants of countless Soviet civilians among the millions who perished under his government.
Though widely reviled in the West, Stalin still has his admirers in Russia where the modern-day Communist Party continues to revere him as a great revolutionary who transformed the USSR into a superpower and defeated the Nazis.