The demonstration was symbolic, in a region still marked by decades of violence waged by armed separatist group ETA, and where the desire for independence remains strong despite the current peaceful times.
Arnaldo Otegi, a veteran leader in the northern region who was once part of ETA and now heads up Sortu, a party that campaigns for independence, was present at the march.
He said the protest had been called to demonstrate Basque solidarity "with people who are giving an important example in democracy in Europe and demanding the right to self-determination to decide whether they want to be independent or not."
Otegi was referring to the northeastern region of Catalonia, where the regional, separatist government is planning to hold an independence referendum on October 1st.
But the central government in Madrid categorically refuses such a vote which it says threatens Spain's unity, and has warned Catalan leaders they face reprisals if they go ahead with it.
Under a clear blue sky in the Basque seaside resort of San Sebastian, organisers said some 3,000 protesters attended the march.
They waved the red and yellow Esteleda flag used by those who want independence in Catalonia, as well as red, white and green Basque regional flags.
Lawmakers from Catalonia's radical, far-left CUP party, which is part of a majority pro-independence coalition in Catalonia's parliament, were also present at the march.