Dressed in red and white shirts, the colours of the Indonesian flag, religious leaders, members of human rights groups, lawmakers and others marched along a central Jakarta street.
Some held posters with the national motto "Bhinneka Tunggal Ika", which means unity in diversity, while others performed traditional dances.
"This is about diversity, but also about unity. We have to separate politics from ethnicity, religion, and race," said 25-year old Iwan Saputra. "I want Indonesia to stay united."
Concerns about rising hardline Islamic sentiment in the country of 250 million people have grown since police decided on Wednesday to investigate a blasphemy complaint by Muslim groups against the Christian governor of Jakarta.
More than 100,000 Muslims protested against Governor Basuki Purnama Purnama earlier this month. Police fired tear gas and water cannon to quell the protest.
"The economy is growing, infrastructure is being built everywhere. Don't let this all be destroyed just because of ego," said Saidiman Ahmad, an activist with Liberal Islam Network.
Some analysts have said the police decision to pursue the case was a blow to democracy as well as diversity. Indonesia recognises six religions and is home to several minority groups that adhere to traditional beliefs.
(Writing by Fransiska Nangoy; Editing by Kim Coghill)