Authorities had hoped Golunov's release and a promise to punish those involved in framing him would appease his supporters, but they made a decision to proceed with the protest on Russia Day, a public holiday.
The rally on Wednesday comes one day after a stunning police decision to drop charges against Ivan Golunov, who was charged last week with drug dealing.
The case against the reporter, Ivan Golunov, was dramatically dropped by Russia's minister of internal affairs this week, but protesters said they wanted the police officers responsible for his arrest to be prosecuted.
Russian investigative journalist for Meduza website Ivan Golunov waits in a court room, in Moscow's Nikulinsky Court, Russia.
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An older woman said: "Apart from what we achieved with Ivan a lot of other people are wrongly behind bars".
After Golunov's release many said they would not march and some expressed anger over raging divisions, saying the authorities had once again managed to split dissenting Russians.
The Interior Ministry said about 1,200 people took part in the Moscow demonstration and arrested protesters faced charges that could bring up to 20 days in jail, state news agency Tass reported.
Among those detained at the rally were journalists and Russian opposition leader Alexei Navalny.
Golunov, who is known for covering cases related to corruption, was arrested on 6 June after police found drugs in his possession.
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The march become as soon as at the starting place organised to quiz Mr Golunov's release but then become a demand these liable for his preliminary detention to be held accountable.
German news weekly Der Spiegel reported that one of its producers was also arrested, despite carrying appropriate permits.
Sergei Udaltsov, a left-wing political activist, said the Golunov case was an important moment.
Amnesty International accused the Russian authorities of "contempt for solidarity and rights".
A young man in Ivan Golunov t-shirt told DW: "We came today because we want those who are guilty to be punished". In the second city of Saint Petersburg, around 100 people gathered, urging authorities to release respected historian Yury Dmitriyev and others. During his two decades in power, Putin has silenced most of his critics. "Force is only used when there is a lack of professionalism", Moskalkova said.
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