Cosatu members along with ANC-alliance partner, the SACP, have assembled at various gathering points around the country to protest against President Jacob Zuma.
The trade union members are demanding that Zuma step down.
The mass protest action was approved by the National Economic Development and Labour Council in August.
In Johannesburg, protesters gathered outside the trade union's Braamfontein headquarters.
The march is scheduled to move toward Johannesburg Mayor Herman Mashaba's office, banks in the city centre and Premier David Makhura's office before ending at the Chamber of Mines.
State capture 'affects you'
Protesters sang "Angalila umengasibona sinje", loosely meaning former leaders would cry if they saw the state of the country.
Other members carried placards reading "Zuma is doing to the Alliance what he did to Khwezi", and "After two terms of Zuma, the Allianca needs a shower".
Other members demanded that the controversial Gupta family and their associates leave the country.
Cosatu general secretary Bheki Ntshalintshali said the march was to raise awareness about the impact of state capture and corruption.
"The message that we want to raise is that people should not look at state capture and corruption as something that does not affect you. It affects all of us in our daily lives."
In KwaZulu-Natal, protesters have started to gather at the King Dinizulu Park in Durban and were expected to march to the City Hall.
Speaking in Durban, Cosatu president Sdumo Dlamini said: "[The] ANC needs to prioritise unity so that we can see a united outcome of their conference in December. We must have unity as the ultimate goal for the ANC and the alliance it is leading, there is no other option."
Cosatu members have also gathered in Cape Town and Polokwane.