They were protesting at reports that Kenya would lift its restrictions on GM crops following a recent drought, leading to maize shortages.
The demonstrators said they believed a shipment had already arrived and feared it could contaminate the soil.
Kenyan millers want to import cheap GM maize to cope with the shortages.
The BBC’s Odhiambo Joseph in Nairobi says the protesters included farmers and environmentalists.
“The importation of GM maize is a ploy by leading millers to kill us – the small-scale farmer,” protester Gacheke Gachihi said.
The march was organised by the African Biodiversity Network and the Unga Revolution
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