Organizers said the protesters numbered about 500 people. Interfax news agency estimated the crowd at 200.
The demonstration was over in about one hour -- the time allowed by the government. The group held its rally at a park, far away from the center of the capital.
The protesters say the measures would limit freedom of the press.
"Can we get objective, fair information today about what's happening in the country without these changes?" Bolat Abilov, leader of Kazakhstan's Naghyz Ak Zhol party, told the demonstration. " Probably not, and that is sad. But these changes will finish off freedom of speech in Kazakhstan once and for all."
The demonstrators included opposition journalists and their supporters. No arrests were reported.
The proposed legislation, backed by President Nursultan Nazarbaev, would make registration more difficult for news outlets.
It would also bar editors of periodicals that have been closed by a court order from working in the same capacity for other publications.
The Organization for Security and Cooperation in Europe and the United States have said the legislation would represent a setback to press freedom.
(with Reuters, Interfax-Kazakhstan)