Hundreds of people gathered on Pushkin Square to draw attention to what they call Russia's biggest problem - corruption.
They say it has reached unprecedented levels, ruined the country's economy, reforms and justice and undermined Russia's international image.
Russia is the most corrupt among G20 nations, according to Transparency International.
It ranks 154th out of 178 countries, next to Kenia and Tajikistan. Some estimates put the corruption market in Russia at 300 billion dollars, or nearly a quarter of its GDP.
The activists put signatures under the demands which they plan to hand over to the authorities.
The protesters came out with seven demands to the government, on top of which are tough and effective anti-corruption measures.
They also called for transparency and people's control of the authorities, independent judiciary and fair elections. Dmitry Medvedev vowed to root out corruption when he became president three years ago.
Recently he admitted little progress had been made and called for greater public role in tackling the problem.
Many Russians blame the government for failing to combat corruption. State Duma deputies, political figures, civil and human rights activists joined the Moscow rally.
They plan is to hold a wave of anti-corruption protests across the country and expect to gain mass support.