Vikki Thompson, 21, died at Armley jail on Friday. She had told friends she would kill herself if sent to a male prison.
The incident led to a review of the government's policy on the care of transgender prisoners.
Miss Thompson's partner, Robert Steele, led supporters in holding a minute's silence earlier.
They gathered on the steps of Bradford Magistrates' Court where Miss Thompson was sentenced.
Miss Thompson's death prompted prisons minister Andrew Selous to respond to an urgent question in the House of Commons.
He told a debate they were "reviewing prison service instruction".
The incident also comes just weeks after a transgender woman was sent to a men's prison in Bristol.
Tara Hudson, from Bath, was later transferred to a female prison after a campaign to get her moved.
A vigil has been held for a transgender woman who was found dead at a male prison in Leeds.