A column of marchers, accompanied by over 100 motor vehicles, set out from the city of Lahore to the country's capital, Islamabad, a distance of around 270-kms (170-miles).
Protest organizers say thousands of supporters and sympathizers are set to join the march, which is expected to take from between three to four days.
The ex-premier, who returned to Pakistan last month after more than eight years of self-imposed exile, earlier urged all Pakistanis to join the march to demand that President Pervez Musharraf end the national state of emergency, set a concrete date for general elections, and step down as army chief.
Pakistani authorities, determined to prevent Bhutto from leading the protest rally, have placed her under house arrest for seven days. Several thousand police surrounded Bhutto's temporary residence in Lahore during the night, setting up barricades and barbed wire barriers, and blocking streets with trucks and trailers.
Several Bhutto supporters protesting against her house arrest have been arrested outside the residence.
President Musharraf declared a state of emergency in the country on November 3, citing a dangerous rise in militant activity.