The march began at Chater Garden Public Park in Hong Kong's business district before heading to the Consulate as part of a 14th weekend of public demonstrations at the Asian Financial Center.
In a letter that protesters planned to present to the Consulate, the group called for the adoption of a proposal by the US Congress on the Human Rights and Democracy Act in Hong Kong in 2019.
"President Trump, please release Hong Kong" in English. Some participants sang the US national anthem as they made their way to the consulate.
"We share the same American values for freedom and democracy," said 30-year-old banker David Wong. "The United States is a country of democracy. Donald Trump is elected by his people. We want that."
But leading activists said the move was too small and too late, and already on Sunday protest groups were heard chanting, "Five requests, not less."
Speaking last week, Hong Kong and Macao Office spokesman Yang Guang accused US politicians of "shooting at the mouth"
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US President Donald Trump has little tendency to get involved in protests since Hong Kong they began in June,
In August, he said he hoped the demonstrations would ultimately prove "for everyone, including China" and that no one was injured.
This is an act that some protesters are calling on the US Congress to pass to put further pressure on the Hong Kong and Beijing governments to join their demands.
The interest shown by US politicians in Hong Kong, including Vice President Mike Pence and D, the leadership of the Democratic Party, has led to accusations from China that Washington is behind the quarterly demonstrations.
The US State Department replied that the Chinese allegations of their involvement were "ridiculous".
Months of protest chaos
Protesters say that millions of people have taken to the streets of Hong Kong since early June, in protests have evolved from objections to
There are currently five requests for protest, including an investigation into police brutality allegations and the release of a arrested demonstrator.
On Wednesday, Chief Executive Officer Karié Lam announced that one of the protesters' demands would be met by withdrawing the extradition bill from the local parliament.
But so far the government has refused to meet any of the other requirements.
Despite his departure from Lam, there were clashes between police and protesters every week.
Much of the action is centered on the streets around Prince Edward's subway at the Mong Kok Residential and Commercial Center, where a video Sunday night showed police officers chasing and forcibly arresting protesters.
The demonstrators of the Sunday march said that they would not go back down until all their requests had been met. "It's like going to work," 64-year-old protestor Felix Wu said with a laugh.