Protesters on Sunday expressed their frustrations with the US after a former Marine employed as a civilian base worker allegedly raped and murdered a 20-year-old local woman in April.
The case has intensified long-standing opposition to the military bases, a key part of the US-Japan security alliance, on the island popular with tourists.
Al Jazeera's Rob McBride, reporting from Okinawa, said the US has been acting in a sensitive manner to the current mood on the island.
"Washington quickly announced a one-month period of mourning on all their bases following the killing of the young woman," he said.
"The US insists this death should not drive a wedge between them and the people of Okinawa. But many here believe there will always be tensions while US forces remain."
The rally also called for the scrapping of plans by Washington and Tokyo to move a major US Marine facility in the center of the island to pristine waters off the northern coast.
Okinawa's governor, Takeshi Onaga, who was expected to attend the rally, opposes the plan and instead wants Marine Corps Air Station Futenma, which sits in the middle of a crowded city, to be moved off the island altogether.
He has revoked approval for work on the facility, in a setback to the plan, despite the fact that Washington and Tokyo vow to push forward.
The roots of the presence goes back to the end of World War II when Okinawa was the site of a battle between Japan and the US, followed by a 27-year US occupation.
High-profile crimes have sparked large-scale protest rallies before on Okinawa, now considered a strategic linchpin supporting the US-Japan alliance, but where pacifist sentiment runs high.
In 1995, tens of thousands rallied following the rape by three American personnel of a 12-year-old girl. The protests prompted Washington to pledge to reduce the US footprint on the fortified island.
Nearly 100,000 people joined a protest in 2010 against the construction of the new base off the northern coast.
US officials have grown increasingly concerned that the behavior of its troops on the island could jeopardize support among Japanese for the security relationship.
Washington have imposed restrictions including on off-base alcohol consumption after an intoxicated sailor injured two locals while driving this month.