JMPD spokesperson Wayne Minnaar said traffic will be diverted on certain roads.
Road closures were set to start at 3am and end at 2pm. He said Rivonia Drive will be blocked between 5th Street and Grayston Drive, where protesters will gather.
Minnaar said Maude Street will also be blocked at Gwen Lane, at the Johannesburg Stock Exchange (JSE).
About 10,000 protesters are expected to be dropped off at Mushroom Park and buses will park at George Leah Park, he said.
The organisers have called on the public to join its protest at the JSE on Friday morning, where its programme will begin at 8am. They said women would be arriving in Sandton from 3am onwards and encouraged as many people to come before roads were closed.
They said all buses and cars will drop marchers at Mushroom Park, before they are guided to the JSE.