It also says it's not affiliated with the organizers of a rally in Charlottesville last weekend that erupted into violence and left one person dead.
The right-wingers set to appear on Boston Common will be in the city during a counter-demonstration labeled "Fight White Supremacy" in which activists plan to march from the neighborhood of Roxbury to the Common, the LA Times reported.
They chanted anti-Nazi and anti-fascism slogans, and waved signs that said Resist Fascism and Hate Never Made US Great. Some of them dressed entirely in black and wore bandannas over their faces.
The rally on Boston Common, which attracted only a small crowd, disbanded early and the participants were escorted out by police.
The almost 500 police officers deployed for crowd control at the event were left dealing with counterprotesters when the participants of the "free speech" rally left the bandstand at the park, according to media reports.
Commissioner William Evans says Saturday's events went off "as planned", with no one hurt or killed.
War would be 'horrific' but N. Korea nukes 'unimaginable'
But as State Department spokesperson Heather Nauert said on Tuesday , the U.S. has no plans of stepping them down. The U.S. and other countries have accused North Korea of using export income to fund its banned weapons programs.
Boston Mayor Marty Walsh briefly joined the crowd of thousands assembling for the march.
Boston has banned weapons of any kind - including sticks used to hold signs - in the rally and closed the streets to avert auto attacks like the deadly one, which killed a woman, in Charlottesville last week, authorities said.
Organisers of the event, billed as a Free Speech rally, have publicly distanced themselves from the neo-Nazis, white supremacists and others who fomented violence in Charlottesville on August 12.
The bloody clashes which led to three deaths and more than a dozen injuries in Charlottesville, ratcheted up racial tensions across the country. Others carried a large banner that read Smash White Supremacy. He has been venerated as a heroic figure in the South.
Other marches be taking place across the country all throughout the day and evening in cities such as New Orleans, Louisville, Atlanta and others.
He initially laid blame for the violence on "many sides" and walked away when reporters shouted questions about whether he specifically denounced white supremacism. "If there were Nazis here, I'd be protesting against them".
WCVB-TV reported that the KKK's national director, Thomas Robb, said as many as five KKK members from Springfield and possibly more from Boston were planning to attend Saturday's rally.
A sign tied politics with recent events in Charlottesville, Va.