The protest march took place Sunday.
"I am really shocked and taken aback with the recent shameful incident that took place in Mumbai. A sheer act of cowardice," Sonam said.
Dalip called it "a shameful, extremely disturbing event and very shocking". "We want justice and to punish them," he added.
The 22-year-old photojournalist was raped by five men in an abandoned textile mill complex in central Mumbai Aug 22. All five accused have now been arrested.
Other celebs who joined the march included Kannada actress Reshma D'Souza, Karanveer Bohra and his wife Teejay Sidhu, Kushaal Punjabi, Aparnaa Bajpai and legislator Baba Siddique. They started the protest march from the Joggers Park and went to Amphitheatre, Carter Road carrying banners and placards expressing their anger against rising crime against women.
"Sad validation of the fact that NO city in India is safe for women. It is after all the same prevention/enforcement mechanism in use all over," said Karan.
Reshma says that the sad part is "still no fear. Rapists feel they can get away! Economy is down, corruption on the rise and state of law and order is shameful".