Snowden, 29, has gone to ground in the city after blowing the lid on the US's vast electronic surveillance operation and has vowed to fight any extradition request.
The city's first major demonstration on the issue saw protesters, including pro-democracy lawmakers, activists and a large number of expatriates march to the US consulate holding banners and shouting "Defend Free Speech", "Protect Snowden", "No Extradition" and "Respect Hong Kong Law".
"Today we all blow the whistle," shouted Tom Grundy, a British blogger and activist who lives in Hong Kong.
One protester held a sign of US President Barack Obama's famous 'Hope' poster, edited to show the leader as a spy wearing large headphones. Another sign read: "Betray Snowden, Betray freedom".
The United States has launched a criminal investigation after Snowden, a former CIA technical assistant, leaked details of Washington's secret Internet and telephone surveillance programmes.
The protesters, made up of 27 civil society organisations, handed a letter over to the US consulate addressed to Consul General Steve Young, which said: "For many years, the US State Department has publicly supported the cause of Internet freedom and criticised other governments for conducting cyber attacks, surveillance and censorship.
"This is a violation of Human Rights of people of Hong Kong and around the world."
Snowden told the South China Morning Post newspaper earlier this week that there have been more than 61,000 NSA hacking operations globally, targeting powerful "network backbones" that can yield access to hundreds of thousands of individual computers.
There were hundreds of targets in mainland China and Hong Kong, Snowden was quoted as saying.
Hong Kong has a long-standing extradition treaty with the US, but Beijing has the potential to veto any ruling.
"Snowden is now in Hong Kong and falls under our jurisdiction and we have to defend the fact that the city's courts are in the position to deal with the situation," rally spokeswoman Oiwan Lam told AFP.
Maverick Hong Kong lawmaker "Long Hair" Leung Kwok-hung called US President Barack Obama and Chinese President Xi Jinping "twin brothers" when it comes to Internet spying.
"The most important thing is in defending Mr Snowden. If he can be extradited and be punished, who will be the second whistleblower?" he told AFP.
Beijing ultimately retains control over defence and foreign affairs but it and Hong Kong's governments have yet to make any comment about Snowden's case.
