The demonstration, organised by the Fridays For Future movement, was part of a series of world-wide protests that were expected to be confined to small gatherings and online activism due to the COVID-19 pandemic.
The young activists were calling for immediate climate action, holding banners reading "Stop Denying the Climate is Dying" and "Don't Be a Fossil Fool."
Many had slogans on their masks.
Thunberg said the aim of the protests was to raise awareness, impact public opinion, and put pressure on people in power to take action to solve the climate crisis.
After taking part in the protest, Thunberg made her way to school, riding on her bike.
The world-wide student strike movement started in August 2018, when the 16-year-old Thunberg began protesting outside the Swedish parliament on school days. She has since been nominated for the Nobel Peace Prize.