The interim Ukip leader is reportedly working with other Leave supporters to plan the event, which will end with a rally in Parliament Square in London.
The march, which will pass through Whitehall in Westminster, is due to take place on December 5, according to the The Daily Telegraph, the likely first day of the new hearing where the government is appealing last week’s High Court ruling.
A spokesperson for Farage told the newspaper: “We will also be launching with all Leave campaigns including members of all political parties a march on the Supreme Court to make a point that ‘Brexit means Brexit’.
They added: “This will remind the Government and politicians, and the establishment including the court, that they cannot ignore the democratic vote of the people in the referendum.”
Farage will reportedly work with Aaron Banks, the financier behind the Leave.EU campaign, to fund lawyers to represent Leave voters.
It proposed action comes after Farage clashed with a leading campaigner behind the successful High Court Brexit action.
The MEP conceded that June’s referendum on Britain’s membership of the EU was only ‘advisory’ in principle.
Gina Miller appeared alongside Farage on the BBC’s Andrew Marr programme and told him: “We have a representative democracy, which means they have to go in there and debate, that’s what Parliament’s for.
“That’s what you argued for the whole way through, Parliamentary sovereignty.”
Hinting at plans for the central London rally, Farage added: “We may have seen Bob Geldof and 40,000 people in Parliament Square moaning about Brexit.
“But believe you me if people in this country think that they’re going to be cheated, they’re going to be betrayed, then we will see political anger the likes of which none of us in our lifetimes have ever witnessed in this country.”
Asked by Marr whether that could mean “disturbances in the street”, he replied: “Yeah, I think that’s right.”
Reaction to the planned march has already highlighted the irony of Farage organising a demonstration after issuing a warning about disturbances.
The government has confirmed it intends to challenge the High Court’s ruling that parliament must be consulted on plans before Article 50, the process to formally leave the EU, can be triggered.
The court’s ruling prompted a wave of criticism in the printed press, with the judges described as ‘enemies of the people’.