About 5,000 officers turned out in force to call for a better compensation system for their families, in case something happened to them whilst on duty.
Their march was supported by the European Confederation of Police (Eurocop) which is the umbrella organisation of 33 police unions.
Eurocop vice-president, Jan Schonkeren, said: "We bring to Romania the protest of over more than half a million police officers from Europe. Your colleagues in 27 European states are deeply concerned about what we have heard about your situation."
He added: "We are here to remind the government of Romania of its duty to establish a sound framework for labour relations in the police."
Representatives from police unions in France, Spain, Belgium, Slovakia, Scotland and Bulgaria also took part in the march.© Independent Television News Limited 2008