Organisers said 10,000 people joined the march, while police put the figure at 7,000.
The protesters denounced "crimes by the Turkish regime" -- saying that President Recep Tayyip Erdogan was "massacring Kurds" -- chanting "No to impunity for political crimes" and "We are all Sakine, Fidan and Leyla".
Sakine Cansiz, 54 -- one of the founders of the outlawed Kurdistan Workers Party (PKK) -- was murdered along with Fidan Dogan, 28, and 24-year-old Leyla Soylemez.
The women's bodies were found in the early hours of January 10, 2013 at a Kurdish information centre. They had been shot in the head and neck.
Sakine Cansiz's brother Haydar, who travelled from Germany for the march, told AFP: "Sakine's fight goes on. We will continue to march until we have obtained justice."
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Carrying hundreds of flags in the red, orange and green of the PKK and pictures of the group's leader Abdullah Ocalan, the demonstrators marched to the site of the killings, where flowers had been laid in memory of the dead.
A Turkish national, 33-year-old Omer Guney, has been sent to trial charged with the killings, but investigators suspect Turkish intelligence may have played a role in planning the hit.
Turkey's MIT spy agency has previously denied playing any role in killing the three women.
A source close to the case said investigators believe the MIT is implicated in "the instigation and preparation of the killings", but have been unable to establish whether the service sponsored the hit or whether agents were acting on their own initiative.
The PKK launched its insurgency against the Turkish state in 1984, initially fighting for Kurdish independence although it now focuses on greater autonomy and rights for the country's largest ethnic minority.
The conflict, which has left tens of thousands dead, looked like it could be nearing a resolution until an uneasy truce was shattered last July.
Turkish authorities are waging a major military operation to crush the PKK in the Kurdish-dominated southeast of the country.