The demonstration came after the deaths of several helpers in recent months.
They also called for a pay rise, a limit on working hours and better accommodation.
Eman Villanueva, spokesman for the Asian Migrants Co-ordinating Body, told the South China Morning Post:  "We are hopeful that our demands will be met."
He added: "There are no reasons to reject them unless this is an anti-immigrant government."
Early last month, a 35-year-old Filipino domestic worker fell to her death as she was reportedly cleaning the windows of her employer's flat. At least four other helpers are reported to have died this year from work accidents or suicide.
"Cleaning windows from the outside is not a domestic worker's duty. It's a responsibility of the building management," said Mr Villanueva, himself a domestic worker from the Philippines.
"It's necessary to have proper training and safety equipment to do that sort of job."
The protest also called for a rise in the minimum wage for foreign domestic workers to HK$5,000 (US$645; Â£485) a month.
The minimum wage is currently HK$4,210 per month, and employers are required to provide "suitable accommodation" as well as free food or a food allowance.
The South China Morning Post quotes a study by the non-profit Justice Centre which suggests the average domestic worker in Hong Kong works nearly 12 hours a day, and nearly 40% did not have their own room.
Mr Villanueva said there were domestic workers living in "boxes" similar to "dog houses".
Domestic workers have taken to the streets of Hong Kong to demand a ban on them being asked to clean windows in high-rise buildings.