The march, to government headquarters at Union Buildings, was organised by rival opposition parties ahead of a no confidence vote on Mr Zuma in the country’s parliament on Tuesday, which he is expected to survive.
It followed similar nationwide rallies last week, which the president dismissed as “racist,” prompted by the recent sacking of respected finance minister Pravin Gordhan.
The groundswell of opposition to Mr Zuma has grown in recent years, due to government corruption scandals, record unemployment and slowing economic growth.
The president is accused of being in the pocket of the wealthy Gupta business family, allegedly granting them influence over government appointments, contracts and state-owned businesses.
But according to the protesters, despite the mounting opposition, it is not certain that Zuma will be forced out of office, Sky News reported.
“He (Mr Zuma) is facing more than 700 corruption charges, but he has survived a rape trial and a number of no confidence votes in parliament.
“But this is a very significant, large demonstration, prompted by a number of events, most significantly a big cabinet re-shuffle in which he sacked the finance minister and the value of the South African rand plummeted.”
Police estimated the number of people at the peaceful protest at 30,000, but organisers claimed it was more.
There are, however, signs that Zuma’s power-base, the ruling African National Congress (ANC) which he leads, is starting to crumble, after senior figures, including deputy president Cyril Ramaphosa, joined the criticism of his sacking of Mr Gordhan.
Many South Africans have still not forgiven him for spending millions of public funds refurbishing one of his homes, and refusing to repay the money when the scandal became public.
Mr Zuma, who is due to stand down as head of the ANC in December, and as national president ahead of the 2019 general election, did not appear concerned as he celebrated his birthday with supporters in Johannesburg.
After dancing and cracking jokes on stage, he told supporters to ignore the criticism and said he was not stressed by calls for him to resign.
“The opposition are doing their job, don’t be worried,” he told his supporters in the Zulu language. “Do not be worried by the opposition marches.”