The march was organised under the banner Citizen March for Life and Family spearheaded by the Episcopal Conference of Malawi (ECM) and the Evangelical Association of Malawi (EAM).
It has been said that thousands turned up to take part in the march.
The churches are arguing that human life begins at conception and therefore abortion should not be permitted.
Pictures shared on social media show participants carrying pro-life banners and anti-gay slogans:
In the capital, Lilongwe, a petition is to be delivered to the parliament while other major cities have also joined the march.
Churches have remained strongly opposed to abortion on demand, saying they can only back an amendment of the law that allows for termination of pregnancy under certain circumstances.
Abortion is currently punishable by law and attracts a maximum sentence of 14 years imprisonment.
Homosexual acts also attract a jail sentence of 14 years - and the government has said it will carry out a review about whether to repeal the country's anti-homosexuality laws.