The demonstrators heeded the calls of opposition parties to call into question the responsibility of those who hold political power.
They marched up to the office of Prime Minister Pravind Jugnauth.
“I’m here because I want there to be a change. If I stay at home there will be no change!”
The government is also facing criticism over its transparency and mismanagement of a massive oil spill in August.
The Panamanian-flagged MV Wakashio ship ran aground in July, spilling 1,000 tonnes of fuel near two environmentally protected marine ecosystems and the Blue Bay Marine Park reserve.
Island-wide protests followed in September over the oil spill, which harmed marine life and tourism.
Some 25,000 demonstrated, the largest major rally that the island has seen in 40 years.
Mauritius is on the European Union’s blacklist of third countries that pose a risk to the bloc due to its anti-money laundering deficiencies.
“All these parties that have governed us have ruined our lives!” said another protester.
“If we are in this current situation it is because of these political parties which have governed us for the last 50 years.
“So my presence here is to be in solidarity with the whole Mauritian Nation, to say “NO” to these mafia systems,” he said.
The island nation is also under pressure with the coronavirus pandemic and its effect on tourism.