Around 3,000 protesters, many sporting red T-shirts, took to the streets of Manzini, the second largest city, marching amid a heavy police presence on Friday.
Political parties and pro-democracy groups have been outlawed for nearly five decades in the kingdom previously known as Swaziland.
The landlocked country is ruled by king Mswati III who has supreme control over the 1.3 million population.
Government traditionally stifles political dissent and demonstrations.
One of the protest organisers, Wandile Dludlu, of the Swaziland United Democratic Front (SUDF), said the strong turnout showed that the political situation in the country had reached a crisis point.
“The march was a huge success. It was very encouraging to see youth and women defying the measures the state put (in place) to stifle freedom,” said Dludlu.
Ruling by decree, King Mswati III is the only absolute monarch on the continent and one of the few remaining in the world.
He has shown little sign of pushing through any political reforms.
“Swazis … want to elect their own government. The current arrangement is not people-driven. It is appointed by king to serve the king not the people,” said Dludlu.
A much-criticised 2008 Suppression of Terrorism Act has been used to arrest and charge democracy and opposition activists.
Mlungisi Makhanya, president of Pudemo which was banned in 2008, hailed the bravery of the people who came out in numbers to express their concerns.