The Democracy and National Unity March began at the old Turkish parliament in the Ulus district and ended in front of the current one in Kizilay district of the Turkish capital.
President Recep Tayyip Erdogan will address parliament at 2.32 a.m. (2332GMT), the exact time parliament was bombed while lawmakers were inside.
Demonstrators gathered near the old parliament building before the march, holding Turkish flags and chanting slogans that marked the defeat of the coup.
Murat Bulut, whose brother was martyred, told Anadolu Agency his family has a lot of pride but is suffering.
"I am the brother of martyr police officer Firat Bulut,” he said. “We live both proud and pain today,” Bulut said. “My brother fell that night as a martyr in front of Turkish General Staff headquarters. He became a martyr while he was on duty. For the survival of the state we face up to be martyrs as a whole family, not just one family member."
He said they lived through the pain of July 15, 2016.
"What saddened us the most is that uniformed traitors had hit our own people with our own fighter jets, bombs and bullets," Bulut said, adding that his family wants to see the traitors face punishment -- the death penalty.
Suleyman Tugral, who is a teacher and marched with his wife and child, is happy that the coup had been defeated.
"We remember that bad day, however, we also feel proud to defeat that coup attempt," he said.
Tugral said they had taken to the streets after Erdogan urged Turks to do so in response to the putsch bid.
He added that one of his students' father was martyred in the city’s Golbasi district.
Ayse Sahin, 15, traveled 90 kilometers (56 miles) to Ankara from the village of Derekisla, to participate in the march.
“Motherland and nation are very important for me and I would sacrifice my life for this country if necessary,” the teenager said.
Shopkeeper Metin Gocmen attended the march with his wife and three children, and said his family condemned the coup attempt and are proud.
"We need this country and we will keep fighting for it," he said.
The Fetullah Terrorist Organization (FETO) and its U.S.-based leader Fetullah Gulen are accused of orchestrating the defeated coup that left 250 people martyred and nearly 2,200 injured.
Ankara also accuses FETO of being behind a long-running campaign to overthrow the state through the infiltration of Turkish institutions, particularly the military, police and judiciary.