Demonstrators also wish for the authorities to ensure a quality welcome for migrants entering the country and respecting their human rights.
They held up signs reading, "United against racism" and "together against discrimination."
The demonstration was organised by several social groups and left-wing parties.
The Belgian government has tightened migration laws since Daesh bombing of the Zaventem airport and Maelbeek metro station in Brussels two years ago, which left 32 people dead and hundreds others wounded.
In their statement on Saturday, the protesters said they will not allow "terrorists" to create division within the Belgian society.
Europe has been the scene of rallies especially since 2015, when the continent was hit by an influx of refugees, mostly fleeing violence in the Middle East.
