The demonstration was organised by Omnium Cultural and the Assemblea Nacional Catalana, two pro-independence groups, and was attended by political figures from the region, including the deputy leader of the Republican Left of Catalonia (ERC), the party now leading the polls for the December 21 election.
Chanting "Wake up Europe!" and waving Catalonia's red, yellow and blue Estelada separatist flag, demonstrators gathered in a park near the headquarters of the European Union ahead of a march through the Belgian capital, AFP reported.
"We can not abandon our president, who is in exile here", Antoni Llenas, 59, a protester wearing a flag over his shoulders, told AFP.
Nuria Salvat, a student from Tarragona in Catalonia, said she had come to demand freedom for "political prisoners" - members of Puigdemont's administration held in jail in Spain - and to support Puigdemont himself, who faces jail if he returns.
Belgian police were on hand but the early stages of the protest were peaceful, AFP reporters said.
A Spanish judge withdrew a European arrest warrant for Catalonia's exiled pro-independence leader Carles Puigdemont and four of his former ministers on Tuesday.
The Spanish high court nullified an global arrest warrant for the Catalan leader and four former ministers in exile in Belgium.
Children and families were among those who began the march in high spirits despite the cold and rain.
Following the region's unilateral declaration of independence on October 31, the Spanish government triggered Article 155 of the Constitution, which saw Catalonia's autonomy reeled back and its Parliament dissolved.