The silent march, organized by the regional branches of Amnesty International and the Green party in the canton of Valais, saw local people, refugees already established in the Valais city and left-wing politicians parade through the streets of Sion.
Demonstrators carried placards calling for an end to drownings in the Mediterranean and safer ways for refugees to reach Europe.
Anne-Christine Willa of Amnesty International's Valais branch told news agency ATS: “Our aim was to reflect on the dramas that these refugees are going through.”
“We wanted to mobilise people across the political and religious divide to reaffirm that human dignity knows no borders, parties or religions.”
All major political parties supported the demonstration officially, according to ATS, apart from the right-wing Swiss People's Party and liberal FDP.
It also garnered support from the Bishop of Sion – though he was not present in person, said the paper – the Islamic Cultural Centre of Sion and an Islamic association in nearby Martigny.
Switzerland expects to receive around 30,000 asylum requests by the end of this year, a sharp increase on the 23,765 requests placed last year, which was already an 11 percent rise on 2013 figures.
However that remains a modest rise compared to the influx experienced by other European countries.
Switzerland said recently it was prepared to take in some 5,000 refugees in the next two years on the condition the Dublin system remains in place.
Pro-refugee demonstrations have also taken place in Zurich, Geneva and Lausanne in the past few weeks.