A large crowd gathered in Victoria Park for a rally ahead of the planned march through central Hong Kong.
"We hope this will be a signature for our movement after six months to show to (Hong Kong leader) Carrie Lam as well as to the world that people are not giving up, people will still fight for our freedom and democracy," said Eric Lai, one of the organizers.
Police granted approval for the march, which could boost participation. A few hours before the mid-afternoon start, police announced they had found a pistol with more than 100 bullets that they believe was going to be used during the protest.
Eleven people were arrested, and daggers, swords, batons and pepper spray were also found in raids on three locations, public broadcaster RTHK reported.
The rally was called by the Civil Human Rights Front, a group that has organized some of the biggest demonstrations since hundreds of thousands of protesters first marched on June 9 against now-withdrawn government proposals that would have allowed criminal suspects to be sent for trial in Communist Party-controlled courts in mainland China.
The movement has snowballed from there into a sustained challenge to the government of the semi-autonomous Chinese territory and communist leaders in Beijing. Its demands have expanded to include fully democratic elections for the city's leader and legislature and an investigation into what protesters say is excessive use of force by police against them.
A Communist Party official, meeting in Beijing on Saturday with Hong Kong's new police commissioner, said that China would fully support the Hong Kong police's strict law enforcement and "unremitting efforts in restoring social order," the official Xinhua News Agency reported.