The short march from the headquarters of Suu Kyi's National League for Democracy to the Martyrs' Mausoleum was the biggest public demonstration since 2007, when the military junta launched a bloody crackdown on pro-democracy protesters.
Suu Kyi earlier attended the government's ceremony at the mausoleum for Martyrs' Day, which marks the anniversary of the 1947 assassination of Gen. Aung San and colleagues during a Cabinet meeting shortly after Britain agreed to grant independence to what was then known as Burma.
It was the first time in nine years that 66-year-old Suu Kyi attended the ceremony. She had been under her most recent stint of house arrest from May 2003 until last November.
Suu Kyi's prestige as Aung San's daughter has long vexed the country's military rulers, who ceded power only early this year to an elected but army-backed government.
The state-controlled press, which used to carry lengthy tributes to the nation's founding father, stopped such coverage years ago. The Martyrs' Day ceremony used to be attended by the prime minister, then later by the home minister, but now Yangon's mayor is the highest-ranking official to take part.
It also used to be a tradition for factories to blow their sirens and public activity to stop for a minute in memory of the martyrs. On Tuesday, in the vicinity of the march, the tradition was revived, and traffic nearby stopped at 10:37 a.m. — the time of the 1947 attack — for a minute of silence.
Tuesday's official ceremony was held under tight security. At least nine truckloads of riot police carrying batons and shields were deployed near the mausoleum and roadblocks were set up along the route to the monument. Reporters entering the mausoleum were not allowed to carry phones and bags.
After the official ceremony, a private Martyrs' Day event was held at Suu Kyi's party headquarters. Veteran politicians, student activists, party members, supporters and diplomats from U.S., British, Australian, German and France were among those attending.
Following that event, Suu Kyi and other party leaders drove back to the mausoleum, followed by more than 3,000 supporters. Police did not interfere with them, though they were forced to leave their bags at the checkpoints.
The group issued a statement calling on the government to "hold meaningful political dialogue towards national reconciliation and to unconditionally release all the political prisoners."
Myanmar's first civilian government since 1962 took control at the end of March, after an election last November, but critics charge the change is simply cosmetic and the army will continue to hold supreme political power.
Suu Kyi's National League for Democracy — which won elections in 1988 but was blocked from taking power by the military — boycotted the poll, claiming it was held under unfair conditions.