Russia has said that 1,600 civilians died in a Georgian attack on Tskhinvali, the capital of the breakaway republic of South Ossetia, on August 8.
Some 700 people, including the pro-Kremlin youth movements Nashi and Molodaya Gvardia, lit 2,000 candles and observed a moment of silence.
"We feel deeply for the South Ossetian people and the relatives of our peacekeepers who died at the hands of the Georgian aggressors," said one of the participants.
Georgia has reported 60 civilian deaths in the city of Gori. Media sources say that a munitions warehouse was bombed by Russian jets on August 9 and that residential buildings were then hit by subsequent explosions. Russia has strongly denied targeting civilians.
Wednesday was declared a day of mourning in Russia.
Flags flew at half staff throughout Russia, and television and radio companies as well as cultural institutions were encouraged to cancel entertainment programming and events.