"Mr Key seems to think he's the chairman of New Zealand Incorporated," Mr White said. "But he needs to know its not his property to sell."
Opposition politicians focussed on minority party members, whose single voice could be crucial in a tight vote on asset sales.
Green Party leader Russel Norman said the closeness of the vote meant the hikoi was not in vain.
"This is part of putting pressure on the Government. It is the thinnest majority possible to go ahead with privatisation. It's only 61 votes out of 121.
We need to keep the pressure up on this Government to knock out at least one of those votes. We have some people who are very unstable in that majority, such as John Banks, not to mention Peter Dunne, and its crucial that we keep the pressure on them."
NZ First leader Winston Peters, who made asset sales the focus of his address to Grey Power earlier in the week, said the partial privatisation was an act of "treason and betrayal".
He also challenged the Maori Party, asking why it had not joined the march across the North Island.
Mr Dunne did not attend the protest, but tweeted earlier in the day: "Hikoi on asset sales marches to Parliament on a day when it is not sitting - says a lot about the brains behind them."
A lone pro-National protester, carrying a sign which read "John Key is the best Prime Minister we have ever had", was moved to the fringe of the protest by police "for his own safety".