Hundreds of Chinese immigrants were among those who took part in the demonstration, two days after a 36-year-old man from China was beaten up by a group of teenagers in the Italian capital.
Demonstrators also held pictures of six African immigrants who were killed by mafia gunmen on September 18 in the southern town of Castel Volturno.
Meanwhile, another 5,000 people demonstrated against racism in Caserta, near Castel Volturno, ANSA news agency reported.
In Rome, placards were also held up in memory of Abdul Guievre, a 19-year-old Italian of Burkina Faso origin, who was beaten to death with a metal bar by two bar managers on September 14 in Milan.
According to witnesses, the two men shouted racial epithets as they pummelled the victim.
Italian President Giorgio Napolitano, during a meeting with Pope Benedict XVI on Saturday, expressed concern about "worrisome new manifestations of racism" in Italy and Europe.
Gianfranco Fini, the speaker of the lower house of parliament, proposed the creation of a parliamentary panel on racism.
The leader of the leftwing Democratic party, Walter Veltroni, said the fight against racism would be a theme of the opposition's October 25 demonstration against the government of conservative Prime Minister Silvio Berlusconi.