The rally, dubbed "Sovereignty March," marks the 15-year anniversary of Poland joining the European Union.
The demonstration was organised by several nationalist Polish groups, such as the All-Polish Youth and the Confederation nationalist political alliance.
The protesters gathered in the capital's historic center and intend to march toward the European Commission representation office.
This comes after Warsaw Mayor Rafal Trzaskowski banned the nationalist march last week. However, on Tuesday, a Warsaw district court overruled the ban. At the same time, Trzaskowski said that Warsaw police reserved the right to stop the march if the protesters chanted any fascist slogans or used fascist symbols during the rally.