Scores of supporters of lobby group Save South Africa vowed on Friday morning that they would occupy Treasury until their cries were heard.
Marchers gathered outside the National Treasury in Pretoria, calling for President Jacob Zuma to step down, following his announcement early on Friday of a dramatic Cabinet reshuffle.
They held placards, some of which said: "Stop Corruption" and "Save our pensioners from the political hyenas".
Some marchers chanted, "Zuma must fall".
Zwelinzima Vavi, representing new labour federation, the South African Federation of Trade Unions (Saftu), also joined in the march.
Vavi said, when Pravin Gordhan was called back from his road show, the Guptas had needed a signature from Treasury in order to secure a bank.
"Today [Friday] was deadline which Treasury was supposed to attach a signature for a bank that the Guptas wanted.
"Malusi Gigaba [former home affairs minister] is a blue-eyed boy who is not going to question the Guptas and he is going to sign," Vavi said.
Former president Nelson Mandela's aide Zelda La Grange also participated in the march.
'Time to stand up'
She said she had decided to join the march in honour of late struggle stalwart Ahmed Kathrada, who was buried on Wednesday at the Westpark Cemetery in Johannesburg.
La Grange said Kathrada would have loved to have been part of the march.
She added said the legacy of Mandela, as well as Kathrada and Walter Sisulu, needed to be honoured.
"If the Soweto uprise didn't happen we would still have apartheid. It is time for us to stand up and say no to state capture," she said.
Zuma announced a Cabinet reshuffle in the early hours of Friday, firing five ministers and appointing a host of new deputies.
Save SA's Mark Hayward told marchers that he was afraid, but willing to fight until Zuma was removed.
In his reshuffle, Zuma sacked Gordhan, Mcebisi Jonas and Derek Hanekom. He also moved Sports Minister Fikile Mbalula to police and added a few new entries to the Cabinet.
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