Police have forcefully dispersed previous marches in several Russian cities.
One of the coalition's leaders, Garry Kasparov, said Other Russia will continue denouncing Putin's rule.
"We will continue our protest events, and we are still demanding that our constitutional rights are respected. It is very important that we can organize it here in St. Petersburg at the time of the World Economic Forum, also to send a message to the world that things in Putin's Russia are not as Kremlin propaganda tries to present," Kasparov said.
More than 6,000 politicians and business managers from around the world are attending the St. Petersburg economic forum, during which Putin is to meet with a number of top executives.
(compiled from agency reports)