They were expected to reach Potocari outside Srebrenica on Wednesday for the central memorial ceremony, which is expected to be attended by over 30,000 people. The remains of 440 victims identified in the past year would be reburied in the Potocari memorial complex on the occasion.
The Chief Prosecutor of the International Criminal Tribunal for the former Yugoslavia (ICTY) in The Hague, Carla del Ponte, was also due to attend.
The 100 kilometre march route includes stops at as many as 39 mass grave sites discovered after the 1992-1995 war.