The demonstrators, mostly women and young people, waved Palestinian and Mauritanian flags as they marched from the city's Saudi Mosque to the U.N. headquarters.
"Your responsibility is not to observe the damage, it's to stop the massacre and punish the culprit," said a spokesman addressing the crowd, which was kept at a distance by police.
Several political parties had in the morning held rallies outside the embassies of France, the United States, the United Kingdom and Germany, which expressed support for Israel after the Hamas attack on Oct. 7.
Spokesman Cheikh Seyidi told AFP that party leaders had handed the heads of diplomatic missions letters reminding them of "their responsibilities in what is happening in Gaza" and denouncing their "support for the aggressor."
Hamas militants stormed into Israel from the Gaza Strip on Oct. 7 killing at least 1,400 people — mostly civilians — who were shot, mutilated or burned to death on the first day of the raid, according to Israeli officials.
More than 4,100 Palestinians — mainly civilians — have been killed across the Gaza Strip in relentless, retaliatory Israeli bombardments after the Hamas attacks, according to the latest toll from the Hamas health ministry in Gaza.
The Mauritanian government this week declared three days of national mourning following the deadly strike on a hospital in the Gaza Strip, for which Israel and Palestinian militants have traded blame.
It called on the international community to impose an "immediate" halt to what it called "genocide."
Mauritanian President Mohamed Ould Ghazouani has expressed his "sorrow" for the "brotherly Palestinian" people.
Mauritania, an Islamic republic with a population of 4.5 million, broke off diplomatic relations with Israel in 2009 after establishing them in 1999.
In 2020, it was speculated to be one of the Arab countries close to normalizing relations with Israel, following in the footsteps of the United Arab Emirates and Bahrain.