Up to 15,000 supporters of retaining the UK were expected to join the march, which has sparked fears of clashes with nationalists as tensions rise ahead of Thursday's vote.
"We are proud to be part of Great Britain. We are passionate about the union. We are here to galvanise the 'No' vote," Henry Dunbar, Grand Master of the order's Grand Lodge of Scotland, told a rally in the shadow of Edinburgh Castle.
Orange members from Northern Ireland and England joined the march today in a push for the union, although it has caused tensions with the official "Better Together" campaign.
A working-class, fiercely pro-union Protestant fraternal organisation, the order has been accused of fuelling sectarianism and marches by member in Northern Ireland through Catholic areas often descend into violence.
After a 12-year-old spectator was hit in the face with a bottle at an Orange march in Glasgow in July, opposition Labour lawmaker Jim Murphy said: "I want nothing to do with them, 'Better Together' wants nothing to do with them."
Watching the streams of Orange order pipe bands and marchers singing "God Save The Queen" through the streets of Edinburgh, "No" voter Ginger Fraser said Scots were unlikely to be swayed by the event.
"There are people from 'Better Together' who look embarrassed by this parade, but I don't think it will affect the vote. People make up their own mind," he told AFP.
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