Heavy security has been deployed for the annual three-day lobbying effort in the heart of Brasilia where representatives from various tribes have set up camp along the avenue leading to Congress.
Demonstrators held posters declaring "Our land is sacred," "No mining on indigenous lands" and "We demand the demarcation of our lands" as others sang during the first such protest under Bolsonaro, who took power on January 1.
Around 2,000 indigenous people have arrived so far -- well short of the 5,000 expected by organizers.
There are more than 800,000 indigenous people and more than 300 different tribes in the country of 209 million people, according to Brazil's FUNAI indigenous affairs agency.
They have long fought to preserve a way of life imperiled since European colonialists arrived in South America more than 500 years ago.
But the situation has deteriorated dramatically under Bolsonaro, an indigenous alliance warned recently, saying the native peoples in the Amazon faced an "apocalypse."
Bolsonaro has vowed to "integrate" Brazil's indigenous people, in part with new roads and rail lines through the Amazon and clearing more areas for agriculture.
The populist leader has already stripped FUNAI of the power to define native land, giving that authority instead to the agriculture ministry.
There are more than 400 demarcated territories across the vast country, established in the 1980s for the exclusive use of their indigenous inhabitants. Access by outsiders is strictly regulated.
Bolsonaro vowed during last year's election campaign that he would not give up "one centimeter more" of land to indigenous communities in Brazil, home to around 60 percent of the Amazon rainforest.
According to conservation group Imazon, deforestation in the Amazon increased 54 percent in January -- the first month Bolsonaro was in office -- as compared with a year earlier.