Fans’ group Time To Go Massimo joined other supporters opposed to the Italian’s ownership of the club at City Square before embarking on a march to Elland Road ahead of the Sky Bet Championship clash against Reading which ended in a 3-2 win for the Whites.
Hundreds more supporters joined the march as it wound closer to the stadium.
Accompanied by a police escort, supporters carried banners calling for Cellino to quit the club and others let loose purple smoke against a backdrop of chanting and singing.
Traffic was momentarily disrupted at times along the 2.2-mile route which took fans through the Holbeck area on their way to the ground.
A spokesman for the Time To Go Massimo group said: “We are absolutely sick of our club being dragged through the media and looking like an absolute mess. It’s been taken through the gutter and everything he (Cellino) has done in the last two years has not been in the best interests of Leeds United Football Club.”
Season ticket holder Scott McCormack, 34, of Bramley, was on the march and said: “We want to make a stand. I haven’t been in the ground for the last three months. I would rather not give him another penny.”
Another supporter, John Bond, 38, of Bradford, also a season ticket holder, said: “I know a bloke who has today driven up from Plymouth to take part in the protest. He is not going to the game and will be driving straight back home. That in itself tells me there is something seriously wrong in our football club.”
Ahead of today’s game the Time To Go Massimo group placed an advertisement in the sports section of Saturday’s Yorkshire Evening Post to promote the march and said it had advertised extensively on social media.
Time To Go Massimo mounted a sustained campaign to oust Cellino from Elland Road in February and earlier this week called on the 59-year-old to “end this farce” after former employee Lucy Ward won her claim for unfair dismissal and sexual discrimination against the club.
Former academy welfare officer Ward - an ex-player and partner of former Leeds head coach Neil Redfearn - left the club last summer.
Cellino’s two-year reign in charge of Leeds has been littered with controversy and managerial sackings. The former Cagliari owner is currently on his sixth head coach while also appealing a second Football League disqualification for tax evasion.
Last week his son and Leeds director Edoardo was charged by the Football Association after he called a supporter a “spastic” on social media.
Time To Go Massimo, funded by unhappy supporters, has carried out a number of protests including the staging of a mock funeral, a fly over and the projection of several anti-Cellino messages onto the side of Elland Road.