The march, which began at the city's Gare de l'Est railway station, was emotionally charged, with demonstrators saying France would be an accomplice in the brazen murders if it did not identify and punish the killers.
"This crime is a crime against the Kurdish people and against peace," said a woman demonstrator, calling for an end to the listing of the Kurdistan Workers' Party (PKK) as a terrorist organisation.
"The French state bears a responsibility. If the perpetrators of these crimes are not found, France will be indisputably considered as an accomplice," said a leaflet published and distributed by France's main Kurdish association, Feyka.
"It's the first time something like this has happened in Europe," said Celine Yildirim, a waitress in Paris who gained political asylum in France after being jailed in Turkey.
"We want to know who did this."
The demonstrators, marching under grey skies and an intermittent drizzle, held banners saying "Intikam! PKK," using the Turkish word for revenge, and "The Martyrs of the Revolution Are Eternal."
The three activists - Sakine Cansiz, Fidan Dogan and Leyla Soylemez - were found dead on Thursday at the Kurdistan Information Centre in the grimy 10th district of Paris, after last being seen alive at the centre at midday on Wednesday.
They were all shot in the head, at least three times each.
Cansiz was a founding member of the PKK, which took up arms in 1984 for Kurdish self-rule in southeastern Turkey and is branded a terrorist organisation by Ankara and much of the international community.
Police put the number of marchers at 15,000. They came from Belgium, the Netherlands, Britain, Switzerland and especially Germany, which is home to 800,000 Kurds, of whom 13,000 are believed to be PKK members.
Fikriye Cinar, who drove to Paris with eight members of her family from the German city of Dortmund, said she had "not really slept for three days as these murders have shaken me."
The killings came days after Turkish media reported that Turkey and the PKK leadership had agreed a roadmap to end the three-decade Kurdish insurgency, which has claimed more than 45,000 lives.
The deal was reportedly reached during a new round of talks between the Turkish government and jailed PKK leader Abdullah Ocalan which the government acknowledges have been taking place with the aim of disarming the rebels.
"This attack comes at a time when talks are on to find a solution to the Kurdish problem in Turkey," said Kurdish association Feyka.
French President Francois Hollande had said the murder was "terrible", adding that he knew one of the Kurdish women and that she "regularly met us" - a comment seized upon by Turkish Prime Minister Recep Tayyip Erdogan, who on Saturday sought an explanation from Paris.
"How can he regularly meet with these people who are members of a group listed as a terrorist organisation by the European Union and who are wanted under red bulletin (issued by Interpol)?" Erdogan asked.
Erdogan said Hollande "must explain immediately to the French, Turkish and world public why... he is in communication with these terrorists."
The Turkish leader repeatedly accused some European states, including France and Germany, of obstructing Ankara's fight against the PKK, saying that they were letting PKK members freely circulate on their territory.
Experts have suggested a number of potential motives for the killings, including an attack by Turkish extremists and internal feuding within the PKK.
There are around 150,000 Kurds in France, the vast majority of them of Turkish origin.
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