Thousands of people marched yesterday to oppose the possible closure of the RAF Tornado base at Lossiemouth in Scotland, as Nato's secretary general, Anders Fogh Rasmussen, described the scale of Britain's defence cuts as a "matter of concern".

An estimated 6,000 people marched through the town in Moray before attending a rally, following reports that the fleet of fighter jets could be moved to a base in Norfolk as part of the ongoing defence review.

Among those taking part was Alex Salmond, the Scottish first minister and SNP leader; the leaders of Labour, the Conservatives and the Liberal Democrats in Scotland, Iain Gray, Annabel Goldie and Tavish Scott; and Colin McGregor, the brother of actor Ewan and a former Tornado pilot at Lossiemouth.

Ewan McGregor released a statement saying he was shocked the base was under threat: "I had the privilege to fly from RAF Lossiemouth in the back of a Tornado piloted by my brother Colin. It was evident to me that Lossiemouth and the Highlands offer the very best training environment for Tornado crews who continue to be the RAF front line in Afghanistan."

Closure of Lossiemouth and the nearby RAF base at Kinloss "would be devastating to this close-knit community and the effects would be far-reaching", he added.

The defence secretary, Liam Fox, said the government would look in the coming months at "the regional implications" of changes to the two bases, saying it was possible Lossiemouth could become an army garrison. "We have said we are going to have to lose some types of assets, but we will be bringing the army back from Germany and we have to put them somewhere," Fox told Sky News.

Also speaking yesterday, Rasmussen, the former Danish prime minister who has headed Nato since last year, indicated his support for the military co-operation agreement signed last week by the UK and France as a way of plugging gaps in a time of cutbacks.

But asked on BBC1's Politics Show whether the British defence cuts were a matter for concern, he replied: "Of course it's a matter of concern. But I am convinced the UK will fully live up to her commitments in our alliance."