"Freedom for Afrah!" cried the demonstrators, who included many women, after Afrah Shawqi was seized on Monday from her home in a southern neighbourhood of the capital.
"We demand the release of Afrah but we don't know who kidnapped her," Sana Rassoul, a woman doctor, told AFP in the capital's Tahrir Square.
The journalist's supporters joined members of civil society and backers of Shiite cleric Moqtada al-Sadr who demonstrate in the square every Friday against corruption.
Shawqi, 43, is employed by Asharq al-Awsat, a London-based pan-Arab newspaper, as well as a number of news websites including Aklaam.
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"The real scandal is that gunmen were easily able to enter a woman's home and abduct her," said Dhikra Sarsam, another protester.
"The interior ministry has said absolutely nothing about the circumstances of her abduction."
Prime Minister Haider al-Abadi has ordered the security services to do their utmost find Shawqi and track down those responsible.
Iraq is one of the most dangerous countries in the world for journalists, along with Syria and Mexico, according to press freedom group Reporters Without Borders (RSF).
Nine journalists have been killed in the country in 2016, the group says.