More than 30,000 marched Saturday demanding action at the conference.
Developing nations have thrown U.N.-sponsored talks on climate change into disarray.
Representatives from some of the world's poorer countries walked out on negotiations Monday in Copenhagen, angered by weakening support for a key treaty to curb greenhouse gas emissions.
Developing nations, including many African nations, want to extend the Kyoto Protocol - the only treaty that currently commits industrialized nations to reduce emissions blamed for global warming. But that approach does not have the support of rich countries.
Industrialized nations say Kyoto does not include the United States, China or developing nations.
Developing nations have threatened they will not return to talks until the dispute is resolved.
The protest comes as the talks enter their second and final week, and some leaders warned the effort might fail.
Australian Prime Minister Kevin Rudd told Sky News Monday there is a chance the summit will end in failure, while British Climate Change Minister Ed Miliband called for more urgency, saying the summit is "not on track for the kind of deal" needed.
Leaders from around the world are preparing to descend on Copenhagen later this week for the summit's climax. But disagreements remain over how much each country will need to cut greenhouse gas emissions blamed for global warming, and who will pay for the cuts.
In an interview with the Financial Times, Chinese Vice Foreign Minister He Yafei accused rich countries of planning to blame Beijing for the summit's failure. He also said those nations have a "legal obligation" to help developing nations pay for needed changes, although China does not expect to get any of that money.
The 12-day conference is scheduled to end Friday.
Some information for this report was provided by AFP.