Former Union Finance Minister Yashwant Sinha, who resigned from the BJP in April, was among those joining the march.
The Aam Aadmi Party (AAP) has planned a candle march at Rajpath on Thursday and warned of a protest at Prime Minister's residence on Sunday if their demands were not met.
For the last three days, Kejriwal, Sisodia, Jain and Rai have been camping at the Raj Niwas to press for their demands -- direction to IAS officers working in the Delhi administration to end their "strike", action against officers who have struck work for "four months" and approval to his government's proposal for doorstep delivery of ration to the poor.
In a move to counter the sit-in protest by the Chief Minister, Deputy Chief Minister and two Cabinet Ministers in the Delhi government -- Satyendar Jain and Gopal Rai, the Bharatiya Janata Party (BJP) on Wednesday also launched a protest highlighting the issues of water and electricity shortage in the national capital.
Meanwhile, several regional parties extended their support to the AAP cause on Wednesday, even as the Bharatiya Janata Party (BJP) launched a counter-protest, highlighting the issues of shortage of water and electricity in the national capital
West Bengal Chief Minister and Trinamool Congress chief Mamata Banerjee and Rashtriya Janata Dal (RJD) MP Manoj Jha tweeted to mark their support. Jha also visited the Chief Minister's residence here to express solidarity with the AAP protest.
However, Delhi Congress chief Ajay Maken attacked Kejriwal over his protest calling him "No. 1 in holding dharnas".
Kejriwal said he and his colleagues would not leave LG Anil Baijal's office until their demands were met.
Jain is on a hunger strike since Tuesday morning, while Sisodia went on indefinite fast on Wednesday. Later in the day, Sisodia wrote to Baijal reiterating their demands.
Delhi Assembly Speaker Ram Niwas Goel also wrote to Baijal over the IAS officers' "strike". He supported the demands of the Chief Minister and his Cabinet colleagues.
AAP MP Sanjay Singh, who led the march to the LG house, wrote to President Ram Nath Kovind, seeking an appointment to brief him about the ongoing standoff between LG Baijal and the Delhi government.
Security has been beefed up outside the Raj Niwas, with paramilitary and police personnel deployed in a 2-km radius of the LG's office, since Monday evening. More police personnel were deployed in the area in the wake of the march.
The LG on Wednesday met Union Home Secretary Rajiv Gauba. Details of the meeting were not available immediately.
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