The demonstration was controversially given the go-ahead by the city council and sparked a rival anti-fascist march.
Banners by the SDL included "Never Forget Glasgow Airport" and "EDL - Sunderland Division", which was the biggest placard on offer.
Outside Holyrood, the group sang Rule Britannia and chanted "You're scum and you know you are".
The counter-demonstration is believed to have attracted almost 350 people. Police said four people were arrested for minor offences.