Huge crowds took to the streets of the capital, holding roses in honour of those killed.
Police have revised down the death toll from 93 to 76, with eight killed in the Oslo bombing and another 68 shot dead at a Labour Party youth camp on Utoeya island.
‘Two more cells’
They are investigating claims by Anders Breivik that there are “two more cells” in his group.
Norway’s Prime Minister Jens Stoltenberg addressed the crowd, calling the Rose March “a march for democracy, for tolerance and unity.”
‘Evil will not conquer’
He said: “By taking part you are saying a resounding ‘yes’ to democracy.
Evil can kill a person but never conquer a people Jens Stoltenberg, Norwegian Prime Minister
“Evil can kill a person but never conquer a people.”
One of the marchers said the attacks had deeply affected all Norwegians:
“We are a small society and I think that makes everyone feel affected whether directly involved or not,” said Jonas Waerstad.
Earlier on Monday, dozens of protesters shouted outside Breivik’s closed hearing at Oslo District Court.
“Everyone here wants him dead,” one demonstrator said, adding that he knew one of the dead and three survivors of the attacks.
32 year-old Breivik faced a closed court to prevent him having a public platform to air his views.
Judge Kim Heger said Breivik told the court he carried out the attacks to ‘save Europe’ from Muslims.
"However you look at it, this clearly is an intelligence failure comparable to 9/11 and 7/7." Defence intelligence analyst Anthony Tucker-Jones writes that massive intelligence failure costs Oslo dear