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The protest came hours after an under-size two-metre shark, believed to be a tiger shark, was pulled from a baited drum line off Leighton beach by Fisheries officers.
The animal - the second to be killed under the program - was dumped further offshore.
The policy, introduced after a fatal attack off Gracetown in November, intends to target tiger, bull and great white sharks longer than three metres that come within a kilometre of the shore.
Earlier on Saturday, a 19-year-old woman was issued a move-on noticed after she attached herself with a thumb lock to a Fisheries vessel at Fremantle boat harbour. She is expected to be later summonsed for trespassing.
The first rally at Cottesloe - the home suburb of WA Premier Colin Barnett - on January 4 drew an estimated 4500 protesters while the event on Saturday attracted some 6000 people, with speakers including Greens leader Christine Milne and state Labor leader Mark McGowan.
It was one of many rallies against the cull held around Australia and in New Zealand on Saturday.
"Rights, rights, rights for great whites," the crowd chanted.
One placard read: "Sharks are more important than human recreation".
The Liberal-led government believes a string of fatal attacks in WA waters in recent years has dented tourism, particularly the diving industry and says beachgoers must be protected.
But Virgin Airlines boss Sir Richard Branson, who is fighting China's shark fin trade, told the local Fairfax radio station on Friday that the catch-and-kill policy would backfire, driving away tourism.
Mr Barnett, who is currently in Africa for a mining conference, has come under immense pressure to call off the cull, including having the windows of his Cottesloe office smashed by a protester.
The baited drumlines are scheduled to remain in metropolitan and South West waters until April 30.