Demonstrators at the rally, which was organised on social media, waved placards saying "Bremain", "We Will Always Love EU" and "Never Gonna Give EU Up".
They gathered around Park Lane before setting off for Parliament Square in the British capital.
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Before of the event, organiser Kieran MacDermott wrote on its Facebook page, "We can prevent Brexit by refusing to accept the referendum as the final say and take our finger off the self-destruct button. It is the responsibility of parliament to consider our democracy more carefully and call for a vote before they all accept the UK's decline".
Scotland Yard said there were officers at the event to provide "flexible and appropriate" policing.
Prime Minister David Cameron was forced to resign after he called the controversial referendum hoping for a "Remain" vote to silence "Eurosceptics" within his Conservative party.
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