The march started from Islamabad, Lahore, Peshawar and other places, Geo News reported.
Former cricketer and PTI chief Imran Khan said: “We are not going to fight anyone. Everyone should take benefit from the march, if we are asked to halt then we will stop.”
The Taliban had earlier warned the PTI against holding the rally, blaming it to be a sympathizer of the west, the Jews and the Christians.
“I was blamed to be a supporter of Taliban, now they were blaming me of working for the West,” Khan said.
He blamed Islamist leader Maulana Fazlur Rahman for “spreading disinformation” about him.
The PTI chief said Rahman was propagating against him because of his rising popularity, and that there was no threat to his peace march.
“If anything happened with us then the president ((Asif Ali Zardari) and his allies and Maulana and the like would be responsible. The people of Waziristan would be providing us security,” he said.
The Waziristan region, bordering Afghanistan, has been a stronghold of the Taliban and has seen violent clashes between militants and the security forces.
The US has also intensified its drone strikes against the militants in the region, which has stoked anti-American sentiments in the country.