But speakers were interrupted by the theatre staff singing "All people will be brothers" from the symphony.
Police say the right to free assembly is guaranteed by the constitution. They argue that it is therefore a criminal offence to disrupt such events.
Saturday`s rally was organised by the country`s right-wing Alternative for Germany party.
A counter-demonstration was also staged in the city.
The number of people seeking asylum in Germany this year may be as high as 1.5 million, German media have reported.
The government in Berlin has not confirmed such estimates.
Many of those arriving are refugees fleeing the wars in Syria, Iraq and Afghanistan, but there are also many economic migrants from the Balkans, Asia and Africa.
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