The march rattled the separate, months-old protest movement that has gripped the capital and Shiite-majority south since October, demanding a government overhaul, early elections and more accountability, according to Financial Tribune.
Thousands of men, women and children massed under grey skies in the Jadiriyah district of east Baghdad, chanting "Get out, get out, occupier!"
A representative of Sadr took to the stage at the protest site and read out a statement by the influential Shiite cleric and populist politician, AFP reported.
It called for all foreign forces to leave Iraq, the cancellation of Iraq's security agreements with the United States, the closure of Iraqi airspace to US military and surveillance aircraft and for Trump not to be "arrogant" when addressing Iraqi officials.
"If all this is implemented, we will deal with it as a non-occupying country -- otherwise it will be considered a country hostile to Iraq," the statement said.
America's military presence has been a hot-button issue in Iraq since a US strike killed Iranian general Qasem Soleimani and a top Iraqi commander outside Baghdad airport on January 3.
Around 5,200 US troops are in Iraq to lead a global coalition in fighting the Islamic State group, but Iraq said the strike against Soleimani violated that mandate.
Joint US-Iraqi operations were paused and outraged parliamentarians voted for all foreign forces to leave.