The march is part of Take Back the Night, an annual event held in cities and towns across the world.
"Violence against women is a pressing problem, especially here in the NWT," said Barb Saunders, executive director of the Status of Women Council and helped organize the event.
Saunders, said the rate of sexual assaults in the NWT is five times the national average.
"Many women feel uncomfortable walking downtown at night. And the problem is getting worse."
According to statistics from the Department of Justice, Saunders said the number of sexual assaults in the NWT has increased in each of the last two years, while the national total has held steady.
"Things aren't improving here," said Saunders.
In 2002, there were 192 sexual assaults in the NWT but those numbers may be just the tip of the iceberg. Saunders said the vast majority of sex crimes --as much as 90 per cent-- go unreported.
"Many women feel the justice system isn't fair and there isn't any point in reporting sexual assaults," said Saunders.
"We need to raise awareness about the problem."
Thursday's march, which is also to open to men and children, will start at the RCMP Ceremonial Circle and wind toward downtown.
The route will include the alleyway behind the Gold Range and the Frame Lake Trail, two areas where sexual assaults are relatively frequent.