The commission last week rejected signatures the candidates gathered to get on the fall ballot.
Demonstrator Maria Semyonova said at Saturday's rally: "They are making North Korea of our country, depriving us of freedom and rights."
Alexi Navalny, Russia's most prominent opposition figure, told the crowd that if the barred candidates were not allowed to register by next Saturday, he would call for protests at the office of Moscow's mayor and "we won't leave."
Moscow police said the protest was sanctioned and no arrests were reported.
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