The 26-year-old student at Saint Mary's University in Halifax disappeared Feb. 13. Her body was found two weeks later on a snow-covered median on the side of the Trans-Canada Highway west of Salisbury, N.B.
Two people have been charged with first-degree murder in her death.
Organizers of Wednesday's vigil called for a national inquiry into missing and murdered aboriginal women. They are echoing a request by the Native Women's Association of Canada, which recently presented the government with a petition with 23,000 signatures on it asking for an inquiry.
Saunders was working on a thesis about that missing and aboriginal women when she disappeared.
It is estimated there are hundreds of cases of missing and murdered aboriginal women dating back to the 1960s.
Victoria Henneberry, 28, and Blake Leggette, 25, who had been facing charges of being in possession of a stolen vehicle, have been charged with first-degree murder in Saunders' death.
Halifax Regional Police Const. Pierre Bourdages said the autopsy on Saunders was performed Saturday in New Brunswick. Her body has been released to her family.
Bourdages said police will not be releasing information on the results of the autopsy while the case against Leggette and Henneberry is before the courts.