Gathered on Sunday afternoon, protesters expressed their frustrations with the US after a former member of the Marine Corps employed as a civilian base worker allegedly raped and murdered a 20-year-old local woman in April.
Al Jazeera's Rob McBride, reporting from Okinawa, said the US has been acting in a sensitive manner to the current mood on the island.
Shocking crimes have prompted large-scale protest rallies before on Okinawa, now considered a strategic linchpin supporting the US-Japan alliance, but where pacifist sentiment runs high.
In 1995, tens of thousands rallied following the rape by three American personnel of a 12-year-old girl. The protests prompted Washington to pledge to reduce the US footprint on the fortified island.
Nearly 100,000 people joined a protest in 2010 against the construction of the new base off the northern coast.
US officials have grown increasingly concerned that the behaviour of its troops on the island could jeopardise support among Japanese for the security relationship.
Washington have imposed restrictions including on off-base alcohol consumption after an intoxicated sailor injured two locals while driving this month.