The march started from Jawaharlal Nehru auditorium at 6.30 PM and took a circle of the AIIMS passing through the emergency and finally ending at the Central lawn.
Around 400 doctors participated in the march.
Members of the Faculty Association of AIIMS, Students Union and Society of Young Scientists also joined the march.
Doctors also observed a 'black badge day' on Tuesday as a gesture to support the ongoing strike by the doctors in Kanpur and all other medical colleges in Uttar Pradesh.
"The candle march was organsied to express solidarity with the doctors in strike and also to protest the high-handedness of city police and administration on the junior doctors," said RDA general secretary, Dr Shashank Pooniya.
However, he said that it has not been decided whether they will also go on strike if their demands are not met.
Meanwhile, Indian Medical Association (IMA) described the incident as a "highly condemnable and shameful act" and gave an ultimatum of 48 hours for their demands to be met.
They also submitted a letter to President Pranab Mukherjee on Tuesday demanding immediate release of the 24 arrested medical students.
"We demand immediate revocation of all charges against the arrested medical students and that MLA Irfan Solankishould immediately be arrested and SSP Yashashvi Yadav should immediately be suspended from duty and FIR should be lodged.
"Further we demand that a judicial enquiry or a CBI inquiry into the matter should be initiated," said Dr Narendra Saini, general secretary of IMA.