The demonstrators - numbering 6,500 according to Cologne police and up to 15,000 according to the protest's organisers - carried flags and banners promoting the People's Democratic Party (HDP).
On Friday, the HDP's two leaders, Selahattin Demirtas and Figen Yuksekdag, and several of the party's legislators, were remanded in custody by a court in the southeastern Turkish city of Diyarbakir.
The United States and European Union have both raised alarm over the arrests, in a crackdown since the country's July 15th coup attempt.
Police in Cologne said Saturday's march took place without incident. Numbering around a million, the Kurdish community in Germany is the largest in Europe.
The country is also home to the world's largest community of people of Turkish origin.
In late July, some 40,000 people marched in Cologne in support of Turkish President Recep Tayyip Erdogan.
Elsewhere, more than 2,000 Kurds staged a demonstration in Paris carrying placards with slogans such as "Turkey bombs, Europe stays silent".