Sports and cultural personalities, educationists and other civil society members were part of the march which increased in size with every minute after starting from the base of B.R. Ambedkar's statue on Indira Gandhi Sarani (erstwhile Red Road).
Ahead of the rally, Banerjee garlanded Ambedkar's statue and administered a pledge to the participants, calling for peace and harmony of all religions and emphasised that nobody would have to leave Bengal.
"We are all citizens. Our ideal is harmony of all religions. We won't let anyone leave Bengal. We will live in peace and free of anxiety. We won't allow NRC and CAA in Bengal. We have to maintain peace," read the pledge.
Banerjee said though the rally has been called by the Trinamool, all were welcome as "when the country passes through danger, one has to take everybody along".
"We have assembled before Ambedkar's statue because he drafted our Constitution which is now in danger. We respect the Constitution. We will walk for a united, sovereign and secular India.
"Bengal stands united to keep a united India. No NRC, no CAA, we want peace. This is our slogan. Through a democratic and peaceful movement, we will join the protests articulated by people across the country," she said to tumultuous applause.
Banerjee was at the forefront of the march followed by some eminent persons and religious leaders in a semi-circle as hundreds of security persons kept a close watch to prevent any untoward incident.
Cautioning the assembled masses, she warned them of the "BJP and its many players who may try to enter the march and create disturbances".
"Be vigilant so that nobody can enter from outside and create disturbance... If anybody does any mischief, the government will be forced to take strict punitive action against him," she said.
With the state witness to widespread violence in various districts due to the anti-CAA protests, security was very high for the rally, with a large number of closed circuit cameras installed on the around five kilometer route.
The rally ended in Jorasanko Thakurbari (House of the Tagores at Jorasanko in north Kolkata), where Nobel laureate poet Rabindranath Tagore was born.
"They are throwing away the Constitution that was drafted by Ambedkar and are trying to divide the people. Tagore had led the peaceful protests by tying rakhi on the wrists of the people when the British partitioned Bengal in 1905," she said earlier while announcing the rally.
Monday's rally was the first of the three marches to be led by Banerjee till Wednesday against the CAA and NRC.
On Tuesday, she would lead a procession from Jadavpur bus stand in South Kolkata to the base of Gandhi statue.
On Wednesday, she would walk from Howrah Maidan to Dharamtalla in Howrah district.
( With inputs from IANS )