The city says there will be rolling street closures along the route with parking restrictions.
The rally began with song, and many hoped, instead of anti-war sentiment, to bring attention to funding for the war. Community groups from around the area carried varying signs of remembrance and concern.
"Close to 4,000 American deaths, over a million Iraqi deaths. I don't think the American public needs to be reminded so much of that. They need to be reminded that the politicians are not going to stop this war. Whatever happens in November is going to be up to the people to stop this war. We're going to have to force the government to stop this war. And that's the message, that's why we're on the streets here today," said protester Andy Thayer.
Though the crowd consisted of many different groups, what brought them all together was opposition to the money spent and hardships on the troops, and they shared that opinion as they marched through the streets of downtown Chicago.
Police say that in total, about 2,200 protesters marched. No one was arrested.
Participants chanted, held signs and linked arms during the march.
"It's five years, and the war needs to end now," said protester Cynthia Mazariegos. "No more troops, no more money. They need to come back."
And, protestors say, the money to support the war should be spent in the U.S.
"I'm in my 70s... This is the worst I've seen since the Great Depression. I lived through the Great Depression," said protester Davic Pavic. "It's not as bad, but we're getting there."
Chicago's new police superintendent, Jody Weis, patrolled the raly with other officers.
"This is the first big event we've had since I've been superintendent, so I wanted to come out and see how the operation goes," he said. "And get to meet a little bit of the community."
At the rally, Iraqi war veterans stood side by side, saying it's time to pull out American forces.
"It is not a war, it's an occupation. And we believe our troops should come home," said James Redden, Iraqi War Veteran, Army Reserves.
But it's not so easy. Former soldier Corey Clyburn says withdrawing troops might encourage Iraqi politicians to approve needed reforms. But he would keep a smaller American force in the country.
"Given the current situation, just pulling out all our forces is probably is not a good idea. If you pull out now, it could be a foothold for al Qaeda," he said.
Also Wednesday night, candles flickered as residents gathered in Logan Square, some reading letters from families of military men and women.
Some students and faculty also held an anti-war rally on the campus of Loyola University Wednesday to mark the fifth anniversary of the conflict in Iraq.
The group held mock waterboarding demonstrations outside the student union on Loyola's Rogers Park campus.
Wednesday's event was part of Loyola's "Season of Non-Violence,".which is a series of student-run rallies that calls on an end to violence around the world.
The group posted anti-war chalk messages around the school and posted signs inside classrooms. They also hid some 500 toy soldiers around the campus.
The Associated Press contributed to this report.