She was accompanied at the demonstration in London by her mother Lady Annabel Goldsmith and her youngest son Qasim.
Former Pakistan cricket captain Imran Khan was arrested last week in a round-up of General Pervez Musharraf's political opponents.
About 150 demonstrators gathered calling for "Democracy", "Revolution", and for the General to quit as Pakistan's president.
Miss Khan, 33, who has helped found the Free Pakistan movement, a group made up largely of lawyers, journalists, doctors and professionals, stood at the heart of the demonstration with her mother and son.
Eight-year-old Qasim held a picture of his father with the words 'Release Imran. Release my Aba' - meaning father.
Miss Khan, who was also carrying a placard with a picture of her former husband, received a message from him yesterday, which was smuggled out of the jail where he is being held, to tell their other son, Suleiman, 11, that he was thinking of him on the boy's birthday.
Reports in Pakistan say he is in a maximumsecurity prison where hardened criminals are held.
President Musharraf declared emergency rule on November 3, claiming it was necessary because the nation was under threat from militants and an unruly judiciary.
Since then thousands, including opposition activists and lawyers, have been jailed, supreme court judges have been purged and independent TV stations silenced.
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