People began gathering at midday in the cemetery in southern Tunis where Belaid is buried. He was gunned down outside his home on February 6 in a killing blamed by the authorities on radical Islamists.
Several arrests in the case have been made, but the suspected killer remains at large.
The crowd was due later to head for the centre of Tunis. Several demonstrators held placards demanding to know "Who killed Chokri Belaid?"
They also shouted slogans accusing the ruling Islamist Ennahda party and its leader Rached Ghannouchi of responsibility for the killing.
"The people are convinced Ghannouchi killed Belaid" and "Vengeance, vengeance!" the chants included.
The leftist opposition leader's murder plunged the country further into political crisis two years after Tunisia toppled dictator Zine El Abidine Ben Ali in a revolution that touched off the Arab Spring.
It resulted in the resignation of Islamist premier Hamadi Jebali after he failed to persuade Ennahda to agree to a government of technocrats to lead the country until the adoption of a new constitution and elections.
A new government headed by former interior minister Ali Larayedh, also of Ennahda, was finally sworn in on Thursday, leading an uneasy coalition between the Islamists and two secular parties, in addition to independents.
Larayedh has pledged to resolve the political crisis this year by adopting a new constitution, organising elections, creating conditions for a revival of the economy and restoring security more than two years after the revolution.