Participants were holding the Ukrainian, Latvian and Polish flags, with ribbons of the Ukrainian and Latvian flags pinned to the shirts of many other activists.
The rally participants were also holding posters, with words of support for Savchenko in the Latvia, Russian, English and Ukrainian languages - "Freedom for Svchenko", "Russia, free Nadiya!", "Stop Putin" and "Patriots of Ukraine should be free".
The activists were also using loud-speakers demanding Russian immediately release Savcheko and observe international law in Ukraine.
The Ukrainian and Latvian anthems were also sung, with others periodically yelling - "Freedom for Savchenko", "Glory to Ukraine - glory to our heroes".
The AFP news agency reports that jailed Ukrainian pilot Nadiya Savchenko went on trial in Russia Thursday in a politically charged case that could send ties between Moscow and Kiev to a new low.
The 34-year-old helicopter navigator faces up to 25 years in prison for her alleged involvement in the killing of two Russian journalists in eastern Ukraine last year.
Savchenko, who is seen by her compatriots as a symbol of resistance against what most Ukrainians consider an insurgency fuelled by President Vladimir Putin's government, has denied any involvement.
She has been in detention for more than a year and was Thursday put in the dock in the small southern Russian town of Donetsk on the border with war-torn eastern Ukraine.
Her lawyers say the choice of the location is aimed at shielding the proceedings from the public eye.
Savchenko has denied the claims against her. Her defense argues that data from phone bills data confirmed that Savchenko had already been taken prisoner by separatists when the Russian journalists died, insisting she was taken to Russia against her will.
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