The announcement came on the eve of the opening of the world's biggest film festival, which like the rest of the cinema industry has been profoundly shaken by the scandal engulfing Hollywood tycoon Harvey Weinstein.
The women's march will take place on Saturday evening, and is likely to include Cate Blanchett who chairs this year's female-majority jury.
"It will be a march dedicated to the women of cinema," Cannes director Thierry Fremaux told a press conference in the French Riviera resort ahead of Tuesday's festival launch.
"Not only Cannes but the whole world changed last September" when claims started to emerge that Weinstein had abused dozens of women over the years, he said.
Weinstein is accused of attacking four actresses at Cannes, including the rape of the Italian actress Asia Argento in his luxury hotel suite when she was 21.
The affair has prompted the film festival to set up an anti-sexual harassment hotline this year.
But while the jury who will award the Palme d'Or top prize features five women and four men, only three female directors made the shortlist of 21 competing for the coveted trophy.
They include French director Eva Husson whose film "Girls of the Sun" will be screened on Saturday evening after the women's march.
Fremaux rejected criticism that Blanchett's appointment as jury head had been a quick PR fix.
"She was first and foremost elected president because she is a great actress," he said.
The festival announced that women would also be in the majority on juries deciding two other major Cannes awards -- the Golden Camera and "Un Certain Regard" prizes, reserved for emerging directors or unexpected or marginal themes.
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