About 2,000 people have marched in Skopje, demanding equal rights for the Albanian minority.They also called for the resignation of Prime Minister Nikola Gruevski and his party's junior coalition partner, the ethnic Albanian DUI.
The country's leaders agreed last week to hold early elections by next April, in an attempt to end months of turmoil.
Former Yugoslav Republic of Macedonia saw months of civil conflict in 2001 between the security forces and ethnic Albanian rebels.
Mr Gruevski faces wire-tapping and corruption allegations, which he denies.
In turn, he has accused opposition leader Zoran Zaev of prolonging the crisis by "rejecting all proposals" in the latest round of EU-mediated talks between the country's main political leaders.