The women, many of whom wore blue to symbolize peace, were joined by supporters who stood in silence for five minutes as Big Ben struck 4 p.m.
Four days prior, lone attacker Khalid Masood rammed a car into pedestrians on the bridge, killing three and leaving dozens injured.
He crashed the vehicle before later stabbing an on-duty police officer in the grounds of Parliament.
Masood was shot dead by police at the scene. A fourth victim died later in the week, when his life support was withdrawn.
The vigil, which was organized by the Women's March on London, came after a photo of a woman wearing an Islamic head covering crossing the bridge in the aftermath of the attack went viral on social media.
Some commentators criticized what they perceived to be the woman's indifference to an injured victim in the image.
'Sadness, fear and concern'
The woman in the photograph released a statement Friday to set the record straight.
"Not only have I been devastated by witnessing the aftermath of a shocking and numbing terror attack, I've also had to deal with the shock of finding my picture plastered all over social media by those who could not look beyond my attire, who draw conclusions based on hate and xenophobia," she told Tell MAMA
, a UK-based organization which monitors anti-Muslim attacks.
"My thoughts at that moment were one of sadness, fear, and concern," the unnamed woman said in a statement.
"What the image does not show is that I had talked to other witnesses to try and find out what was happening, to see if I could be of any help... My thoughts go out to all the victims and their families."
The photographer who took the photo has spoken out in the woman's defense.
"The people who took on that picture are being rather selective," freelance photographer Jamie Lorriman told Australian broadcaster ABC
. "In the other picture in the sequence, she looks truly distraught... personally I think she looks distressed in both pictures."
Another arrest made
In all, twelve people were arrested in relation to the attack. The latest was a 30-year old man who was detained Sunday in Birmingham "on suspicion of preparation of terrorist acts" under the TACT or Terrorism Act 2000, Metropolitan Police said.
Nine people who had been arrested earlier have been released "with no further action."
A 58-year-old man who was arrested Thursday in Birmingham remains in custody. A 32-year-old woman, arrested in Manchester, is out on bail, pending further inquiries.
Investigators: No direct ISIS link
Investigators do not currently see a direct ISIS hand in the attack
, a British counterterrorism official said earlier in the weekend.
Khalid Masood was active on the encryption messaging service WhatsApp two minutes before he started his attack on Westminster Bridge, but no evidence has emerged to show he was communicating with ISIS at any point, the official told CNN.
Investigators are looking into communications he had with individuals leading up to the attack, the official added. But investigators currently believe Masood was more likely inspired by ISIS rather than directed by the terrorist group, the official told CNN.
Investigators are still assessing whether the attacker plotted alone or acted as part of a broader conspiracy. They're continuing to probe his contacts in radical circles in Birmingham, Luton and London, the official told CNN.
Authorities are also investigating how Masood, who used multiple aliases, became radicalized. He was born Adrian Russell Ajao but also used the name Adrian Elms, police said Friday.
Born in Kent, Masood had previous convictions, including some for violent offenses, but none for terrorism, police said. His most recent conviction was in 2003 for possession of a knife.
In addition to four deaths, last week's attack
wounded at least 50 others, 31 of whom needed hospital treatment, Rowley said.
American tourist Kurt Cochran and college administrator Aysha Frade, a British citizen with Spanish roots, died Wednesday along with police constable Keith Palmer.
A fourth victim, Leslie Rhodes, 75, from Streatham in south London, died Thursday night after his life support was withdrawn, according to the Metropolitan Police.
Cochran and his wife, Melissa, from Utah, were visiting London to celebrate their 25th wedding anniversary
when they were hit by the car on the bridge. Melissa suffered a broken leg, a broken rib and a cut to her head.
The couple ran a recording studio in West Bountiful, near Salt Lake City.
The Metropolitan Police issued a statement from their family Monday in which they said Melissa's health is improving.
"So many people have been so kind, and we are deeply touched by their goodness and generosity. Your notes, prayers, donations and love have helped us so much," they said.
"The most difficult part of all of this is that Kurt is no longer with us, and we miss him terribly. He was an amazing individual who loved everyone and tried to make the world a better place. He left a legacy of generosity and service that continues to inspire us.
"We are deeply saddened to lose him but are grateful that the world is coming to know him and be inspired by him."