Media reports said more were expected to join a candlelight rally later in the evening, making the protest one of the biggest since demonstration in 2008 against US beef imports.
Despite rising public anger and weekly protests, opposition parties have yet to seriously push for Ms Park's resignation or impeachment.
Protesters have rallied in downtown Seoul over the past three weekends, and their numbers have continued to grow.
On Saturday, prosecutors questioned the head of the country's largest steelmaker as well as a top Samsung executive.
"It was the third weekend protest rally since Park's first public apology on October 25 when she admitted she had sought the advice of her friend, Choi Soon-sil".
Park has been rocked by a scandal involving an old friend who is alleged to have used her closeness to the president to meddle in state affairs.
The woman, Choi Soon-sil, has also been accused of using her relationship with Park to solicit $70 million in donations for foundations from big businesses like Samsung, which she is accused of embezzling instead.
A former presidential secretary, An Chong-bum, 57, was arrested on suspicion of abuse of authority and attempted coercion, the outlet reported. If she steps down before the end of it, an election must be held within 60 days. They had raided the company's headquarters in southern Seoul on Tuesday. Prosecutors have until November 20 to formally charge her.
Under South Korea's criminal litigation law, which requires suspects to be either indicted or released within 20 days of their arrest, prosecutors have until November 20 to formally charge Choi.
The official, who spoke on condition of anonymity because the investigation was underway, said prosecutors conveyed their position to Park's office and were awaiting a response.
There is also a possibility that prosecutors will eventually investigate Park, who in a televised apology last week said she would accept a direct investigation into her actions.
The march, which included families with young children, students - some in school uniforms - and union members, came as opposition to Park mounts following her unprecedented admission that she shared classified information with someone who lacked the necessary security clearance. She must step down right now.
Under South Korean law, the president has immunity from prosecution except in cases of treason, but she can be investigated.