The protests were staged as part of commemorating World Hijab Day on Friday.
The protesters say they face discrimination in public and places of work for choosing to cover their heads in observance of their religious rights, as guaranteed in the country’s constitution.
They want the government to protect them.
World Hijab Day has been commemorated every February 1 since 2013.
Founded by Bangladeshi immigrant in the United States, Nazma Khan, the event is used to encourage women of all religious backgrounds to have the experience of wearing the Hijab.
It is also used as a forum to propagate for freedom of women to wear the hijab in countries where they face discrimination.
It is believed that celebrations are held in at least 140 countries worldwide.
Among the Freetown marchers was First Lady Fatima Bio, who is a practicing Muslim but married to a Christian husband.
She expressed support for the women.
"Hijab is not about individual it is about generation. Back off her Hijab," the First Lady declared in a speech delivered at the National Stadium in Freetown.
Also at the march was the Minister of Social Welfare, Gender and Children Affairs, Mrs Baindu Dassama.
Her ministry is also responsible for Religious Affairs.
One of the organisers, Haja Ayodele Foloronso, said it is not that they are making it force for women to wear Hiajab.
She said all the want is to have the freedom to make a choice.
“We are trying to put our point across and let the government know that we who want to cover our heads should be able to do so because it’s our Islamic right,” she said in a radio interview in the run-up to the protest.
Sierra Leone is a Muslim dominated country, with people who practice the Islamic religion comprising 78 percent, according to a 2010 Pew Research estimate which placed the Christian population at 20 and the remaining 1 percent as traditional African religion and other beliefs.
The West African country prides itself as one of the most religious tolerant in the world.
But Friday’s march illustrated some division within the public on how this religious tolerance should be protected.
Sierra Leoneans discussing the matter on social media argued both for and against calls for Muslim women to be allowed to cover their hair in work places.
“I believe the message out in the streets and at the National Stadium is very clear. They (women) accepted the Hijab because it is enshrined in the Holy Quran and the Hijab is not a burden to them and should not be a burden to anyone,” noted Mohamed Wusha Conteh, journalist and religious commentator.