Security has been heightened in the area as extra police officers are called in to monitor the event.
Around 25,000 demonstrators are calling for Britain to remain in the EU – just days before Theresa May triggers Article 50 to begin the exit process on March 29.
Organisers said in a statement: ‘We will not be intimidated. We will stand in unity and solidarity. We will march on the heart of our democracy and reclaim our streets in honour and respect of those that fell.’
There was a minute silence at the start of the rally this morning to remember the victims.
Liberal Democrat leader Tim Farron is using the march to renew his call for a second referendum in a bid to stop Brexit.
In a speech, he said: ‘We can turn the tide of populism and we can change the direction of our nation – liberals and progressives can and will win again.
‘I am not prepared to accept that our country is inevitably to become meaner, smaller, poorer. If you believe in democracy then you accept defeat with good grace…and you keep on campaigning for a better Britain.
‘Our job is to win hearts and minds over these coming months, to win support for a referendum on the deal, to change the direction of the debate and to change the direction of our country.’
Lib Dem former deputy prime minister Nick Clegg, Labour MP David Lammy and Green co-leader Jonathan Bartley are also expected to address the rally later today.
The march also coincides with the EU’s 60th anniversary celebrations in Rome, where leaders of the other 27 member states will gather to discuss plans for the future of the union without the UK.