The memorial takes place in Cator Park, where the 28-year-old was attacked while walking to meet a friend at a pub near her home in Kidbrooke, south-east London, last Friday.
His body was found the next day.
The vigil comes after police released a 38-year-old man arrested in connection with his murder.
He was arrested Thursday at an address in Lewisham, but has now been released under investigation.
Speaking at the vigil, Ms. Nessa’s sister, Jebina Yasmin Islam, broke down in tears and said, “We have lost an incredible, caring and beautiful sister, who left this world far too soon. “
“Words cannot describe how we feel, it makes it seem like we are stuck in a bad dream and cannot get out of it.
“Our world is shattered, we are just lost for words. “
Previously, she issued a statement urging everyone to walk the busy streets on their way home from work, school or a friend’s home.
Ms Nessa’s uncle, Shahin Miah, read a statement at a rally at the East London Mosque, saying her death had “once again brought the issue of women’s safety to the fore. in the streets “.
“In a country like the UK, this insecurity of women is deeply worrying,” he said.
He added: “All adversity teaches us to be united, gives us the strength to fight against injustice.
“Sabina is our grief today, Sabina is our courage today. “
The Duchess of Cambridge said she was “saddened by the loss of another innocent young woman on our streets”.
Ms Nessa, who was teaching at Rushey Green Elementary School, was assaulted around 8:30 p.m.
Metropolitan Police released CCTV footage of another man they want to talk to about his death, as well as an image of a silver vehicle they believe the man had access to, which was also seen in the region.
Metropolitan Police Deputy Commissioner Louisa Rolfe urged anyone who may know the man to contact them.
Two arrests have now been made in connection with the murder of Ms Nessa.
A man in his 40s has been arrested on suspicion of murder and released under investigation, the Met previously said.
The Prime Minister tweeted a photo of the 10 Downing Street door with a lit candle on the doorstep, saying he will be thinking of Ms Nessa’s friends and family tonight as people gather to give him back tribute Friday night.
“We will do all we can to prevent these heinous crimes and make our streets safer,” he added.
Halima Begum, managing director of the racial equality think tank Runnymede Trust, said Ms Nessa was “a beautiful and intelligent young woman with so much life to live”.
Ms Begum, whose family knew Ms Nessa, said: “Speaking as a woman and Londoner from the city’s Bangladeshi community, my heart is broken.
“Sabina is connected with members of my extended family and all I know about her is from a beautiful and intelligent young woman who had so much life to live for and so much to offer to make a positive difference in people’s lives. she touched, especially her family and the young children she taught at school. “
Ms Begum urged all who attended a memorial event for Ms Nessa on Friday to ‘take care tonight, solidarity with yourself and women across London and the UK – all we can do is hope that there are no more horrible cases like this one, and the countless others in recent months ”.