Shouting "justice for migrants," the demonstrators tore apart a giant paper wall, a symbol of a planned fence along large parts of the United States´ southern border, which the demonstrators say will violate human rights and cause more deaths.

"A migrant dies on the border everyday already," said Ada Omana, a migrant activist who lives in New York City. "With this wall, we are going to see more corpses in the desert."

The protesters chanted "No To The Wall" outside the U.S. Embassy, which was protected by temporary barricades and about 50 police officers in riot gear.

There were no reports of arrests or violence on the march.

Hugo Vadillo, a migrant activist based in Mexico City, said that the Mexican government also needed to revise its immigration policy.

"The Mexican government has to stop discriminating against Central American migrants," Vadillo said. "We need to have free movement of workers in the Americas like there is in Europe."

U.S. authorities estimate that there are about 10 million undocumented migrants working in the United States, about half of whom are Mexican.