The march was the second consecutive day of protest action organised by the doctors
Peter Magombeyi had organised a series of strikes over poor pay and working conditions in recent weeks.
On Saturday, he sent a WhatsApp message alleging he had been kidnapped by three men. He has not been seen since.
The doctors, many of them wearing white lab coats, waved placards and chanted slogans during Monday’s march.
They said they would not return to work until Mr Magombeyi, the acting president of the Zimbabwe Hospital Doctors Association (ZHDA), was found.
It marked the second consecutive day that doctors had staged a walkout.
Some chanted “no Peter, no work” and “bring back Peter” as they made their way through the streets of the capital.
The protesters had planned to march to President Emmerson Mnangagwa’s office, but they were prevented from doing so by a line of riot police.
A few of the group’s leaders were allowed through the barricade so they could present a petition to the president demanding action to find Mr Magombeyi and improve working conditions.
The doctors believe Mr Magombeyi was abducted by the security forces because of his role in organising recent strike action.
A government spokesman, Nick Mangwana, denied this was the case and said the administration had “no reason” to abduct Zimbabweans.
“Acts of terror are ultimately threats to the security of the state,” he wrote on Twitter. “There is no rhyme nor reason for the state to undermine itself.”
Shortly before he disappeared, Mr Magombeyi told AFP news agency he had received threatening calls and messages on his phone.
Police say they are investigating the case. They also said, without evidence, that there is a possibility Mr Magombeyi’s disappearance was an attempt to tarnish the country’s reputation.
The economic crisis in Zimbabwe has meant doctors’ salaries have shrunk to just $100 (£80) a month. Many cannot afford to get to work as it costs around $80 to fill up a car with petrol.
“When we go to work, it’s difficult as we lack the basics to perform effectively,” one doctor, Busi Mlambo, told AFP. “Now we don’t even feel safe in our own homes.”
“We can’t build a united nation when our doctors are underpaid [and] abducted when they raise legitimate concerns,” opposition leader Nelson Chamisa said on Twitter.
In recent weeks, there has been a spate of abductions in Zimbabwe by those who are seen as critical of the government.
Comedian Samantha Kureya, known by her stage name Gonyeti, was abducted and beaten up in August by armed men who, she said, told her she was “too young to mock them”.
The government denied any involvement in her abduction.
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