Marches took place in all of Mexico's 32 states. Over 150,000 people gathered in the capital, Mexico City.
In Mexico this year, over 2,600 people have been killed in drug-related violence. Another 300 have been kidnapped.
The protestors were dressed mostly in white. They marched in silence, holding candles.
Mexican President Felipe Calderon also announced this week new measures to tackle the increasing violence. Measures include rooting out and dismissing corrupt police officers, better equipment for police, and new prisons.
President Calderon has also deployed more than 25,000 troops across Mexico in a bid to combat the country's influential and powerful drug cartels.
The marches came days after a dozen headless bodies were discovered in the Yucatan Peninsula.