Marchers and a caravan of cars kicked off the demonstration with an opening ceremony at Olympic Boulevard and Figueroa Street.
The 20-year-old soldier stationed at Fort Hood in Texas went missing back in April and her remains were identified the Army earlier this month, according to her family's lawyers.
Guillen's family has said that she told them she was being sexually harassed, but never reported it. The Army has said it found no evidence that supports those claims.
Now, her family is pushing for Congress to pass legislation to allow victims of sexual harassment in the military to report abuse to a third party agency.
Aaron Davin Robinson, 20, was a fellow soldier who was believed to have killed Guillen, but he pulled a gun and shot himself earlier this month as police were trying to make contact with him.
A civilian suspected of helping Robinson dispose of Guillen's body has since been arrested. Cecily Aguilar, 22, has been charged with one count of conspiracy to tamper with evidence.