The explosion hit the city’s main train station just after 8 o’clock this morning.
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Dogan news agency video footage showed those involved in the march tending to wounded individuals lying on the ground while hundreds of people wandered around the streets.
The rally was being held to denounce the increasing levels of violence between Turkish security forces and Kurdish rebels.
Government officials said that the blasts were a terrorist attack and were investigating reports they were carried out by suicide bombers.
Lami Ozgen, head of the Confederation of Public Sector Trade Unions, which organised the protest, said two bombs “exploded in very short intervals”.
Prime Minister Ahmet Davutoglu is holding a meeting with the country’s security chiefs.
At least 20 were killed, the agency said.
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The cause of the blast has not yet been specified, but a few reports claim it was a suicide attack.
