Many protesters carried signs decrying the Trump administration's "zero tolerance" policy on migrants that has resulted in the separation of parents and children.
Organizers arranged about 50 pairs of children's shoes into the word "No" on the walkway facing the Rittenhouse Hotel, AP reported.
Throngs of people, many of whom came to the downtown park after work, continued to arrive well after the start of the rally.
Police officers had shut down streets on two sides of the park to restrict access to the hotel where Pence was speaking.