Another Aktuality reporter, Canadian Tom Nicholson, said Kuciak told him about work he was doing into the Italian mafia and European Union funds for Slovakia.
Others carried banners saying "Mafia get out of my country" and used candles to spell out "Kuciak RIP" in front of the government building.
The march was the first of several planned to honour Kuciak and protest against graft.
In an interview, Tuesday with the Sme daily newspaper, Slovak-based Canadian journalist Tom Nicholson said Kuciak told him before his death that he was working on a story about possible Italian mafia involvement in a fraud case linked to European Union subsidies in eastern Slovakia. His research found a connection between Maria Troskova, the former Miss Universe contestant hired as an assistant to Slovakian Prime Minister Robert Fico and a man connected to the Italian 'Ndrangheta mafia - among the most feared worldwide.
Revelations about the recent work of a murdered Slovak journalist might suggest the involvement of the Italian mafia in his death.
Jan Kuciak and his girlfriend Martina Kusnirovawere found dead at their home on Sunday. The government is offering 1 million euros ($1.23 million) to anyone who helps authorities find the people responsible.
After the first details of the story appeared in Aktuality.sk and a newspaper, Sme, on Tuesday, Fico dismissed the reports.
Seven Detained In Slovak Journalist's Murder Case
"You link innocent people to a double murder without any evidence", the prime minister said.
Analyst Milan Zitny said the slayings place Slovakia in the company of undemocratic countries such as Ukraine or Russian Federation where "the murders of journalists are nothing exceptional".
"It's crossing the line. It's no longer amusing", he warned Tuesday.
Separately, two Slovak officials named in the last report of journalist Jan Kuciak, who specialised in exposing fraud and cronyism, said in a statement that they had resigned pending the outcome of the investigation into his murder.
The murder came after a female journalist was killed with a bomb in Malta in October previous year.
Political analyst Grigorij Meseznikov told AFP the murder and its possible links to the Slovak political elite "could prompt a political earthquake". "This case could shake the electorate of the governing SMER-SD party to its foundations".
Fico, who once told journalists they were "dirty, anti-Slovak prostitutes", met the editors of top Slovak media outlets on Tuesday to assure them of his government's commitment to the "protection of freedom of speech and the safety of journalists".
EW Scripps (SSP) Hits New 1-Year Low at $13.85
Scripps Company (NYSE:SSP) by some 2,914,587 shares, 70 decreased positions by 4,130,637 and 28 held positions by 55,454,121. On 3/13/2015 announced a special dividend of $1.00 with an ex dividend date of 3/23/2015 which will be payable on 3/25/2015.
NFL Draft Rumors: Cleveland Browns aren't high on any QB
Assuming Rosen doesn't send signals to the Browns to not draft him, he'd clearly be in play for them with the first pick. Johnson was Bosco's Offensive Coordinator and Quarterback Coach during his four years as a starter for the Braves.
Celebrities Who Suffer With Chronic Diseases
Now if that isn’t the epitome of what a BFF is, I don’t know what is! Selena continues to be on chronic medication. There is also a huge list of celebrities past like famous painter vincent Van Gogh who suffered with this disease.