Protesters held signs with labels such as "Zuma must account" and "We demand accountability", sang songs and marched.
Zuma was South Africa's President from 2009 until his resignation in 2018.
The 78-year-old has been under investigation for a controversial an arms deal worth billions with the French defence and aerospace company Thales which was made back in 1999 when he was deputy president.
Zuma was allegedly accepting money on an annual basis from Thales, in return for protecting the defence giant from an investigation into the agreement. He has denied any corruption allegations against him.
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