The Saturday-night rally was called by the opposition conservative VMRO-DPMNE party headed by Hristijan Mickoski.
In comments reported by Reuters, Mickoski said his party was “against any change of the constitution with an aim to change our name”.
He also called for elections to be held next year.
In April, FYROM premier Zaev narrowly survived a no-confidence vote in parliament called by opposition lawmakers.
More recently he hinted at a possible imminent deal on the name dispute with Greek PM Alexis Tsipras, only to see FYROM President Gjorge Ivanov pour cold water on the speculation, saying he would not accept an ‘erga omnes’ change to the state’s name.