Theron was in Utah for the Sundance Film Festival.
The Mad Max actress wore a white cap and grey scarf as she wiped away her tears while holding up a large banner in the streets of the small town of Park City.
The Oscar winner was joined at protest by talk-show host Chelsea Handler, who had on a pink hat. Actress Mary McCormick was also there. Snow fell on the women as they chanted and raised their fists.