More than 250 people demonstrated outside the Ministry of Defence in Tel Aviv, with thousands more expected throughout the day, and 600 marched in Nahariya in Galilee.
A mass vigil is planned for Haifa this evening where 6,000 yellow balloons will be released. Candlelit vigils are planned across the country and people are wearing yellow ribbons in solidarity.
A demonstration is also planned outside the International Red Cross headquarters in Israel. Hamas will not allow the Red Cross to visit Corporal Shalit, who is still being held in Gaza.
The Shalit family will demonstrate in Jerusalem on Sunday outside the house of Israeli Prime Minister Binyamin Netanyahu, where they will continue to protest until their son is free.
Human Rights Watch, a charity usually highly critical of Israel, called for the release of Corporal Shalit in a statement to mark his four years in captivity.
It said: “Hamas are violating the rules of law with the prolonged incommunicado detention of Shalit. It is cruel and inhuman and may amount to torture.
“The laws of war require a party to a conflict to permit persons deprived of their liberty to correspond with their families and not to refuse arbitrarily a request by the ICRC to visit detainees.”
Only three letters, an audio and a video have been released to prove the captured soldier is still alive.
Six months ago was the closest Hamas came to agreeing a prisoner swap, with the Israeli exchanged for hundreds of Palestinian prisoners, but talks broke down and the Israeli government never received a response to their most recent offer.
Hamas has cut ties with the German mediators who had been arranging the exchange.