According to police between 8,000 and 10,000 had turned up to show support.
Some 50 organisations had signed up to take part in the demonstration, from political parties and relief organisations, to football clubs and schools, news agency TT reports. Among the speakers were Education Minister Gustav Fridolin and Mona Sahlin, the co-ordinator against violent extremism.
"The EU hasn't got a refugee crisis, it has a responsibility crisis," said Fridolin in his speech, reports Göteborg-Posten.
"We can afford to arrange the Eurovision - then we can also afford to receive people who flee from bombs," said Max Sjöberg from the youth wing of the Liberal Party.
The demonstration ended with hundreds of candles being lit for all the refugees that have died on the way to Europe, due to the lack of legal and safe ways to get here.
The great interest in taking part in the demonstration meant that it had to be moved from Gustaf Adolfs Torg to Götaplatsen at the top of Kungsportsavenyn.
A similar demonstration took place in Stockholm over the weekend.