The group Nacionalni Stroj, or National Guard, had announced plans to hold the Oct. 7 march against the secession of Serbia's separatist Kosovo province in Novi Sad, some 50 kilometers (30 miles) north of Belgrade.
Serbia's police, apparently acting on protests by human rights and other nongovernment groups, said in a statement that the march would be banned.
Goran Davdovic, the leader of the neo-Nazi group, has said the protest was intended against all forms of "separatism, sects and divisions" in Serbia.
Last week, the World Jewish Congress said in letters to Serbia's President Boris Tadic and Prime Minister Vojislav Kostunica that the issue was a "matter of great concern" for the organization.
"We call upon you to join with others in condemnation of this proposed march and to take whatever action is necessary to ensure that Nacionalni Stroj does not continue its repugnant incitement," the letters said.
Several guard's members, who advocate extreme nationalist views, were convicted last year of inciting hatred after they broke into an anti-fascist gathering, and were sentenced to as much as one year in prison.
Novi Sad, which was the scene of a 1942 massacre of about 800 Jews and 400 Serbs by Nazi occupiers during World War II, is currently run by a right-wing party with nationalist policies.