Lawyers in court attire of white shirts and black trousers set off in a noisy procession from the nearby Palace of Justice, an imposing new granite-and-marble court complex, and shouted "We want justice!" and "Save the judiciary!"
Riot police armed with batons and shields shadowed the march, which organisers described as the biggest protest ever staged by lawyers, as it moved towards the entrance of the prime minister's office. The building was guarded by a water cannon.
"It is a sad day for Malaysia, but a proud day for lawyers," said one demonstrator, Tan Ban Cheng, who had travelled for four hours by bus from the northern state of Penang to join the protest.
Last week, the opposition released a video purporting to show a senior lawyer boasting to a judge of his ability to influence appointments. It touched a nerve in the judiciary, whose reputation has been under question since the late 1980s.
The video was said to have been recorded in 2002, during the premiership of Mahathir Mohamad, who made constitutional changes to the powers of the judiciary in 1988 after some key court decisions went against the government.
"We have concerns about the administration of justice," Ambiga Sreenevasan, president of Malaysia's Bar Council, told Reuters before leading the march behind banners that read "Stop the rot", "Clean up the judiciary" and "No to corruption".
"We are walking because we want to strengthen the judiciary and we want reforms. There are larger issues at stake."
The organisers had no police permit for the march, she said.
Malaysian law requires a police permit to hold an assembly of more three people. Offenders face a minimum 5,000 ringgit ($1,460) fine or jail or both.
On Tuesday, the government ordered a special inquiry into the video but stopped short of a royal commission of inquiry, which has special powers to subpoena evidence and witnesses.
The opposition labelled the move as inadequate.
The Bar Council, which says it represents all of the country's roughly 12,000 lawyers, welcomed the government's initial step, but said it should convene a royal commission.
At the end of Wednesday's march, as rain fell and lawyers popped open umbrellas, Sreenevasan presented two memoranda to a government official: one calling for a royal commission and the other for an independent commission to oversee judicial appointments.
Currently, judges are appointed by the king on the advice of the prime minister.