Organisers said they were not opposed to gay or lesbian rights, but wanted to defend family values and the institution of marriage.
The demonstrators called for a meeting with President Enrique Pena Nieto.
Gay and lesbian activists staged rival protests.
Public opinion in Mexico, a predominantly Roman Catholic nation, has been split since Mr Pena Nieto announced in May plans to change the constitution.
Same-sex marriages are legal in some Mexican states, but Mr Pena Nieto wants it to be allowed across the country.
