Demonstrators say they are fighting the erosion of the "one country, two systems" arrangement that enshrined some autonomy for Hong Kong since China took it back from Britain in 1997.
During the past week they have increasingly directed their frustrations toward police, who have responded with fiercer determination to clear them from the streets.
The teachers rally was approved by police and was peaceful.
After gathering in the Central business district, they marched on the Government House residence of Hong Kong's embattled leader Carrie Lam, chanting "Hong Kong police know the law, they break the law".
Anti-government demonstrators were also expected to march through Kowloon districts popular with traders and tourists from mainland China.