Rally participants held signs, some of which read, "You're Not Welcome Back," as a group of onlookers, mostly City Hall employees, stood by.
Political consultant Ben Katz, who helped organize the rally, said San Diego has been made "the butt of jokes" because of Filner's behavior. Despite that, Katz says he is still proud to be part of San Diego politics because of "the thousands -- tens of thousands -- of other San Diegans who have stood up and said 'this is not acceptable."'
Francis Barraza, executive director of the Republican Party of San Diego County, said Filner's alleged actions are damaging to women in politics.
"What Bob has done has hurt women like me," Barraza said, "women who are professionals, (who) have worked hard."
Over the weekend, Filner checked out of a behavioral therapy program a week before he publicly said he would finish. A spokesman for the mayor says he is continuing treatment on an outpatient basis and will not be back at work this week.
Some people don't want Filner back at all.
"We decided it was time to bring people together en masse to say that it's time for Mayor Filner to step down," said Dave McCulloch, a rally organizer. "After his two-week stint of being away, he is not welcome back at City Hall."
An effort to recall Filner is underway. The clerk's office says organizers have until Sept. 26 to submit the necessary signatures to put the petition on the ballot.
Fourteen women have come come forward to accuse Filner of sexual harassment.
Irene McCormack Jackson, Filner's former communications director, has filed a lawsuit against the mayor and the city claiming Filner made unwanted sexual advances. The mayor's lawyer announced last week that Filner is seeking to have the lawsuit moved to Imperial County, claiming it would be difficult to find an impartial jury in San Diego County.
City News Service contributed to this report.