The event will see Humza Yousaf address the crowd alongside a host of other speakers including Greens MSP Ross Greer and musician and campaigner Pat Kane.
Images show Compston, known for his starring role in hit BBC drama Line of Duty, holding the banner at the front of the march alongside First Minister Humza Yousaf, reports our sister title The National.
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Prior to joining the march, he also shared a picture of himself with the First Minister on his Instagram story.
He captioned it: “Lovely day for a walk in Glasgow is anybody’s about.”
The actor has long been a supporter of the Yes movement, previously saying the 2014 referendum was a key moment in his life despite his disappointment at the result.
He described it as an “amazing time” and said he seen people he never thought would be interested in politics have their say.
“I’ve supported independence from a very young age,” he previously told the Sunday National.
“On the day of the referendum I was walking down to the polling station in Greenock and I felt like I was walking on air.
“When the vote was coming I almost didn’t want the campaign to end, it was just such an incredible time for Scotland.”
In a separate interview with NME, he previously said “the fact is the youth of the country are massively in favour of independence”.
“Politicians from Westminster want you to think ‘oh they’re all a shower of b******s’ and make you feel disenfranchised so you don’t vote but the youth are going to drive this thing.
“I really do think it’s not a case of if, but when.”
