Morales has said he was ousted by a coup d'etat.
"Respect life! No to bullets!" read one banner held up by marchers, a reference to the killing of nine coca farmers by security forces in Cochabamba Friday, the deadliest clash of the month-long protests.
"Our sons are dying and we are demanding that justice be done", said Angelina Charka, dressed in a traditional "pollera" skirt, told AFP.
Morales' supporters have given her a deadline of midnight on Monday to step down and have called for elections in 90 days.
United Nations special envoy Jean Arnault and an European Union representative met in recent days with Anez's government and social organizations to prepare for talks.
Bolivia's interim president said on Sunday she would call new elections soon, as the country struggles with violent unrest a week after the resignation of Evo Morales. As protests by his foes grew, Morales resigned at the urging of the military and flew to Mexico, which granted him asylum.
Nine people died in Friday's incident, the Inter-American Commission on Human Rights reported, though the government has recognized only five deaths.
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The government also said on Sunday that violent demonstrations roiling the country were slowing.
Anez, 52, had been as a outcome of journey to her native Beni province in northeastern Bolivia however the journey was canceled due to a reputable menace, Inside Minister Arturo Murillo mentioned at a information convention in La Paz. An global audit concluded there were election irregularities and Morales resigned November 10.
Anez's office meanwhile said it was forced to suspend a trip out of the capital La Paz planned for Monday after a threat on her life by a "criminal group".
The government has responded by importing gasoline and diesel from neighboring Chile and Peru and sent 60 tons of meat and chicken to the city.
"Armed Forces are not exempt from their responsibility", he said Sunday, denouncing "crimes against humanity" by the security forces against his supporters.
Presidential minister Jerjes Justiniano insisted the decree did not give troops "a license to kill" but merely provided constitutional underpinning for their efforts to keep the peace. He said officials hoped to do the same with other major Bolivian cities cut off from supplies. He is not a peacemaker.
Anez, the 52-year-old former deputy speaker of the Senate, declared herself the country's interim president on Tuesday, filling a vacuum left by Morales' departure and the resignations of several ministers.
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