Several hundred activists and voluntary workers, accompanied by a handful of migrants, arrived in the Channel port on Saturday, marching past the site of the former "Jungle" camp, which was to some 10,000 migrants before being cleared by the French authorities.
According to official figures, about 400 migrants are in the town at the moment, hoping to make the crossing to Britain by jumping on to lorries.
The march, which was organised by NGOs L'Auberge des Migrants and la Roya Citoyenne, set off from the Italian border town of Vintimille on 30 April.
Banners called for the scrapping of the EU's Dublin regulation, which stipulates that migrants' requests to stay must be handled in their country of arrival, and the abolition of all borders.
Organisers said their effort was proof that a "France that welcomes people" exists.
Auberge des Migrants vice-president François Guennec welcomed this week's ruling by the Constitutional Council that the principle of fraternity protects activists who help migrants on French soil from prosecution.
But he accused President Emmanuel Macron's government of want to "detain and deport" people who want to come to the country.
A delegation from the march was to go on to London on Sunday.
Twenty-four migrants accompanying them were arrested as their coach boarded a ferry because they did not have the necessary documents.