The ICTY's trial chamber in this case is expected to render a verdict on Friday.
The march was organised by the associations of special police officers and members of guards brigades and several other veterans' associations. One of the organisers told reporters that any verdict except an acquittal would be a defeat for them.
The judgement to be rendered on Friday is subject to appeal.
Organiser Robert Hasija said he hoped that the final verdict would acquit the three generals of charges.
The head of the special police officers' association, Josip Klemm, said the march was a moral act by which the supporters of the three generals expressed their backing in a peaceful way.
Klemm dismissed any attempts to politicise this march.