The march is the latest protest staged over the murder of at least 72 white farmers so far this year, according to figures from campaign group AfriForum.
"In the last six years, (there has been) an increase every year in farm attacks and murders," said Ernst Roets, a member of AfriForum, which advocates for its largely white membership, many of whom speak Afrikaans.
Protesters marched under the rain to Union Building, seat of the South African government.
"Stop farm murder" and "We are mourning", read some of the marchers' placards.
Dirk Hermann, who helped organise the march, said "there is much more murder of farmers in South Africa" than of people in other professions, including the police force.
On October 30, thousands of white farmers held large demonstrations in Cape Town, Johannesburg and Pretoria, to protest against what they described as an explosion of violence against their communities.
He also demanded that the government establish a "specialised unit" to protect his community.
Tensions are running high in South Africa after two white farmers were convicted of forcing a black labourer into a coffin and threatened to kill him, as they accused him of stealing from their farm.
Twenty-three years after the end of white-minority rule, South Africa is still beset by deep-rooted racial inequality.
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