Chants of "two, four, six, eight, save the earth it's not too late," rang out as marchers made their way down Lambton Quay to Parliament.
John Gibson, 57, said he was "deeply concerned since 2010 for the world's climate and ecosystem".
"It's becoming evident to help protect the planet and ecosystem to reduce damage to the climate.
"We need serious action in reduction of carbon dioxide emissions," he said.
"We need to be resilient against increased storminess and sea level rise."
Wellington college teacher Sophie Molloy, 25, said change was necessary and New Zealand had the power to change.
"I want the government to be passionate about this.
"Because we are slightly a removed country, we have the power to change as a country," she said.
"We need to lower our meat consumption, use more public transport.
"You can educate yourself. Take responsibility for your actions."
New Zealand march coordinator Kristin Gillies said climate change was an issue that united people from all backgrounds. He hoped to build a movement of ordinary Kiwis who can hold the government to account.
"We've got a really broad coalition of organisations who have come on board from church groups to the unions to the environmental organisations to developmental organisations and groups of Pacific Islanders and Maori."
Mr Gillies said current targets were woeful and it's about time there was more urgency in the government's approach.
"The government's already stated that it is taking to negotiations and we know that they are woefully inadequate, and so we really don't expect to get a great outcome from these talks even if an agreement is reached globally."
Wellington Anglican bishop Justin Duckworth spoke outside parliament as thousands gathered with flags, others with instruments such as drums and violins.
Mr Duckworth said it was the public's responsibility to look after the planet.
"I don't want my future generation to clean up my mess. It is my responsibility."
Mr Duckworth said there was about 7000 people on parliamentary grounds.
He called upon "our leaders to lead," after which demonstrators erupted into cheers and whistles.
