The pilgrimage is called Siempre Adelante, meaning always forward. They also want lawmakers to move forward on an immigration bill asking for reform and a path to citizenship for DACA recipients.
Los Angeles Archbiship Jose Gomez held a mass with the parishioners.
At the core of this pilgrimage is a call to action for the thousands of children separated from their families at the border under President Donald Trump's zero-tolerance immigration policy.
"This (pilgrimage) has been going on for five years," said organizer Tom Haas. "But the recent separation of families adds more emphasis to the need for reasonable, heartfelt compassionate legislation."
MORE: Everything you need to know about the immigrant family separation controversy