Carrying red umbrellas, a symbol of the global fight for sex workers' rights, about 100 prostitutes and human rights activists marched in silence to call for "respect of rights and better conditions" for prostitutes in the Balkan country.
"We appeal for sex workers' rights to be respected and their work conditions improved," said Borce Bozinov of the Star-Star non-governmental group which organised the protest.
No incidents were reported during the march, the first of its kind in Macedonia, a small landlocked nation of 2.2 million.
Prostitution is illegal in this highly traditional and conservative society and sex workers say they are often exposed to violence and hate crimes that go unpunished.
One of the marchers who refused to reveal her name, said she has suffered "physical, verbal and sexual violence daily, but I cannot report it."
The marchers called for new laws to decriminalise prostitution and enable health and social security for sex workers to be introduced.
But the attempt to legalise prostitution in early 2000s failed as the parliament rejected a draft bill proposing such measures.