The Sabarimala shrine was historically closed to women of "menstruating age" - defined as between 10 and 50.
India's top court overturned the ban in September, but protesters have since attacked female visitors.
The "women's wall" was organised by the state's left-wing coalition government.
Officials told BBC Hindi's Imran Qureshi that around five million women from various parts of Kerala had gathered across all national highways to form the chain, which stretched from the northern tip of Kasaragod to the southern end in Thiruvanthapuram.
Organisers had predicted a turnout of around three million.
Officials said the short demonstration was to combat inequality and counter the efforts of right-wing groups that support the ban on women.