Parents in the crowd brought their children, who wore masks and waved placards, with one reading: "I miss breathing".
New Delhi with its sprawling metropolitan region of 30 million residents is regularly ranked among the world's most polluted capitals.
Acrid smog blankets the skyline each winter, when cooler air traps pollutants close to the ground, creating a deadly mix of emissions from crop burning, factories and heavy traffic.
Levels of PM2.5 -- cancer-causing microparticles small enough to enter the bloodstream -- sometimes rise to as much as 60 times the UN's daily health limits.
"Today I am here just as a mother," said protester Namrata Yadav, who came with her son.
"I am here because I don't want to become a climate refugee."
On Sunday, PM2.5 levels around India Gate, the iconic war memorial where protesters had assembled, were more than 13 times the World Health Organization's recommended daily maximum.
"Year after year, it is the same story but there is no solution," said Tanvi Kusum, a lawyer who said she had come because she was "frustrated".
"We have to build pressure so that the government at least takes up the issue seriously."
Piecemeal government initiatives have failed to make a noticeable impact.
These included partial restrictions on fossil fuel-powered transport and water trucks spraying mist to clear particulate matter from the air.
"Pollution is cutting our lives," said a young woman who claimed to be "speaking for Delhi" and refused to share her name.
A study in The Lancet Planetary Health last year estimated that 3.8 million deaths in India between 2009 and 2019 were linked to air pollution.
The United Nations children's agency warns that polluted air puts children at heightened risk of acute respiratory infections.
As the sun set into the smog-covered skyline, the crowd of protesters appeared to swell before police bundled several activists into a bus, seizing their placards and banners, arguing they did not have a permission to protest there.
One of them, half-torn, read: "I just want to breathe".
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