A column of about 10,000 marchers, led by WWII veterans and Communist Party leaders, walked along Moscow's main thoroughfare, Tverskaya Street, all the way to the State Duma building opposite the Kremlin.
A group of youth activists from the Vanguard of Communist Youth (AKM) chanted anti-government slogans outside the parliament building, but no one was detained by police.
Communist Party leader Gennady Zyuganov addressed a rally on Lubyanka Square, formerly the site of the KGB headquarters.
President Vladimir Putin congratulated the people of Russia earlier Wednesday on the 62nd anniversary of victory against Nazi Germany in a speech at a military parade in Moscow.
"We bow our heads to the courage and fortitude of all those who crushed the aggressor and stopped Nazism," he said.
He said Victory Day is the dearest holiday not only for the Russian citizens but also for the people of the former Soviet Union, the countries of Europe and the entire planet.
Putin cautioned against any attempts to obliterate the memory of those who died in the Great Patriotic War and desecrate monuments to war heroes.