Some had travelled hundreds of kilometres to attend the opposition-led demonstration in Ouagadougou, where protesters waved the red and green Burkinabe flag and blew whistles.
"We had to show our dissatisfaction, show the distress of citizens who are crying out for security and peace," said opposition supporter Alpha Yago on the sidelines of the protest.
Groups linked to al Qaeda and Islamic State originally based in neighbouring Mali have embedded themselves across the north and east of the country, launching regular attacks on civilians, including one in June that killed more than 130 people, the worst in years. read more
Pressure has increased on President Roch Kabore to take control and end a humanitarian crisis in which more than a million people have been displaced by the violence.
Last Wednesday Kabore took the role of defence minister in a cabinet reshuffle aimed at appeasing opposition leaders, who have demanded the resignation of the government. read more
One group of protesters had travelled nearly 400 kilometres (250 miles) from the eastern town of Madjoari, which has seen thousands of residents flee the jihadist threat.
Despite the presence of thousands of U.N. peacekeepers, attacks by jihadists in West Africa's Sahel region have risen sharply since the start of the year, particularly in Burkina Faso, Mali and Niger, with civilians bearing the brunt.
source: Reuters with reporting by Alessandra Prentice Editing by David Holmes