Five members of the Civil Human Rights Front, including its convener, were arrested three days after the march, which the group said mobilised half a million people to voice anger at Beijing's ever-tightening grip on Hong Kong.
"They are making arrests even though we have had such a peaceful procession," the group's convener Johnson Yeung said after two of his colleagues were picked from their homes on Friday morning.
"This isn't about any one reason, this is about political suppression," he told reporters before surrendering to police with two others from the group.
Police did not immediately comment on the arrests.
But the group's vice convener Icarus Wong told AFP that they were arrested on frivolous charges including "obstruction of police duties" during the largely peaceful rally.
A Hong Kong lawmaker on Thursday hurled a glass of water at the city's Chief Executive Leung Chun-ying, expressing anger over his perceived silence on the July 1 rally, television footage showed.
The glass missed Mr Leung as he brushed off criticism from pro-democracy lawmakers, who later walked out of the legislative assembly.
"Leung Chun-ying does not want to respond after more than 500,000 people took to the streets but instead he is taking these actions to show he wants to suppress organisers of rallies to make us afraid," Mr Yeung said.
Security officials arrested 511 protesters at a sit-in early Wednesday following the July 1 rally for illegal assembly or obstructing police.
Police hauled activists, many lying on the ground with their arms chained to each other, onto coaches that took them to a temporary detention centre. All protesters have since been released.
Discontent in Hong Kong is at its highest level in years over Beijing's insistence that it vet candidates before a vote in 2017 for the city's next leader.
Pro-democracy group Occupy Central has said it will stage a mass sit-in later this year unless authorities come up with acceptable electoral reforms.
Hong Kong enjoys liberties not seen on the mainland, including free speech and the right to protest, but there are heightened fears that those freedoms are being eroded.