Civil society organisations, unions and political parties took to the streets early in the morning demanding a new multiparty system of government that will replace the Tinkhundla system.
The marchers were carrying placards calling for King Mswati III to unban political parties so that he could automatically hand over some of his powers, which he holds absolutely.
During the march they delivered a petition to the South African High Commission where they accused Pretoria of benefiting from what they saw as the 'misuse' of national resources for the procurement of 81 BMW cars to be used in royal escorts.
There was heavy police presence at the march, with constant on-the-side meetings between security officers and political party and union leaders.
The activists have drawn up a scanty schedule of how they hope to push for regime change, a move that was propelled by the recent purchase of 19 Roll Royce cars for the king's wives.
A detailed plan of action will be drawn during a mass meeting that will be held in Manzini on Saturday.
The current political situation in the country has attracted foreign media as political party leaders have been featured by the Voice of America, Radio France, South African Broadcasting Corporation and three SA radio stations.
These include Sibongile Mazibuko of the Ngwane National Liberatory Congress (NNLC) Mlungisi Makhanya of the People's Democratic Movement (PUDEMO) and Wandile Dludlu of the Swaziland Youth Congress (SWAYOCO).
Mazibuko said there would be no progress and development in the country as long as the King Mswati III had the final authority over all the three arms of government namely the legislature, the judiciary and the executive.
The constitution of eSwatini states that the king and the Queen mother are immune to all the laws of the land.