The demonstration is led by Imran Khan, famous cricketer-turned-politician who heads the Tehrik-e-Insaf party, the third-largest in parliament.
The protesters are traveling in a motorcade from Lahore to the capital, Islamabad, to continue the protest there later on Thursday.
Police official Mohammad Mahmood says about 5,000 protesters are in the convoy.
Thousands of policemen are deployed across Islamabad and the capital's entry points have been blocked with large shipping containers.
The rally is the strongest challenge yet to Prime Minister Nawaz Sharif's government, just a year after he took office in the first democratic transfer of power in a country long plagued by military coups.
Published: 2014-08-14 16:51:07