The march took place on Saturday and brought together women, men and members of local communities concerned about the killings.
The protest gained momentum after the body of a 38-year-old woman was found about a week ago, bringing the number of victims discovered east of Johannesburg to nine.
At one of the locations where a victim was found, protesters left flowers and candles in memory of the women.
Men also joined the demonstration, calling for greater male involvement in efforts to prevent violence against women.
“We say to any man who may be abusing a woman, verbally or physically: you need to get help as soon as possible,” protester Chris Matebula said.
Participants also called for faster action from South African authorities.
“The president has to do something. With the way the system is in South Africa, we are tired,” protester Ashley Mabaso said.
Another demonstrator, Thandokile Lukie, said the killings were creating fear among young women.
“Femicide in our country is worrying and frightening as well. It is frightening for a young woman like me,” she said.
The mobilisation against violence also extended to Cape Town, where more than 1,000 students took part in a vigil on a university campus on Friday night.
South African authorities believe the nine cases may be linked because they occurred in the same area. However, it has not yet been confirmed whether the deaths were caused by the same perpetrator.
According to United Nations data cited in the report, one in three women in South Africa experiences physical or sexual violence during her lifetime.