Many wore black and waved the national flag, while honking and drumming.
Many called on the government to step down and got T-shirts that read, “I love my country. I am ashamed of my government. “
It is the biggest demonstration that the country has known in recent years.
About 1,000 tonnes of oil spilled into a rare wildlife sanctuary after Japanese ship MV Wakashio struck a coral reef on July 25.
Many Mauritians believe the government could have done more to prevent the spill. There are also criticisms of the decision to deliberately sink part of the ship after it split in two.
During Saturday’s protest, a woman told the BBC’s Yasine Mohabuth: “I am here today because we want the truth.
“They did nothing when the ship approached our coast – 12 days they did nothing before the oil spill and now thousands of people and sailors are affected.
Mauritians in the diaspora have also organized protests in cities like London, Paris and Perth.
The government has promised to create a commission to investigate the spill.
The captain of the ship was arrested and charged with endangering the safety of navigation. He hasn’t commented yet.
It is not yet clear what caused the deaths of the dolphins, found stranded on the shore this week.
Experts have examined the bodies of two of the dolphins and say they had shark bite marks but found no oil in their bodies.
Environmental activists have demanded an independent investigation, saying they were killed either as a direct result of the spill or when it was scuttled.
Tourism is a major industry in the Indian Ocean island nation, and the spill has been a major blow to the country, adding to the coronavirus pandemic, which has restricted international travel.