Justice Minister Andrew Little has admitted that there is "something wrong" with New Zealand's justice system, as thousands across New Zealand took to the streets in solidarity with the Black Lives Matter movement.

Speaking to thousands who marched to Parliament this afternoon, Little admitted that "we've got to change," when speaking about New Zealand's justice system.

He said that as Minister of Justice, it was "pretty clear to me pretty much the day I got in that office what was happening in our criminal justice system".

"When well over half of the men in our prisons are Māori, when nearly two-thirds of women in our prisons are Māori, that tells you there is something wrong with the system."

But he said change needs to come from all of Government – he name-checked health, education Whānau Ora, the Ministry of Social Development.

"All of them are involved in what happens [with] justice in New Zealand."

Organisers of the Black Lives Matter movement in Wellington march on Parliament. Photo / Jason Walls

Little, and other organisers, spoke to the gathering of between 3000 and 5000 people outside Parliament.

The march was one of a number across the country today.

The Auckland march, which started at Aotea Square, headed down Queen Street and ended at the US consulate, where protesters took a knee and observed a minute of silence for George Floyd.

The Auckland rally opened with a karakia at Aotea Square and a mihi whakatau by Graham Tipene, of Ngāti Whātua, who told the crowd to "keep it peaceful".

"Our kids are here, so let's do it right and fight for what's right."

In Wellington, thousands gathered at Civic Square for speeches before marching to Parliament.

Before leaving Matt Renata led a haka where he encouraged those gathered to take a knee in solidarity, or to join him in the haka.

Speaking to the Herald, he said that was one of the most powerful hakas he has ever led in his life.

"For us here in Aotearoa as Kiwis it [the Black Lives Matter protests] resonates with us. Something about the haka is like a decoration and a stand of power, not of war, but of unity.

"Our hope is that our people thrive, but there is systemic racism and oppression that is keeping our people down, and we resonate with that."

Traffic had to be diverted as the crowd made its way through the streets, chanting: "Black Lives matter," "no armed Police," and "the future is change, the future is freedom".

Thousands gather outside Parliament as the Black Lives Matter movement makes it way through Wellington. Photo / Jason Walls

At Parliament, Greens co-leader James Shaw told those gathered the Green Party was standing with those gathered in solidarity.

"I am a middle class, middle-aged Pakeha man and I know that my passage into this place was made easier by the circumstances of my birth and the advantages I was given by colonialism," he said.

"You don't need another white guy to tell you that Black Lives Matter – you know that already."

Guled Mire – one of the organisers of the Wellington march – said it was powerful to see such a large turnout today.

"But the truth of the reality is real change is going to happen in the weeks and the months that follow – this is the start and we want to hold people to account."

Meanwhile, in Auckland, AUT academic Camille Nakhid, who studied police discrimination against the African community in New Zealand, said racism was the knee on the neck of Māori, Pasifika and other communities of colour in New Zealand.

"Everything is talking and thinking about the murder of George Floyd in the US and the knee that was on his neck. But I want to talk about the knees on our neck, the black indigenous people of colour in Aotearoa."