The rally, organised via Facebook, began with no speeches, and after that a few hundred protesters embarked on a march from the square towards the HDZ headquarters a few blocks further.
They also tried to reach St Mark's Square but were prevented by the police as rallies are banned in that square with buildings housing the offices of the government and the parliament.
Several smaller-scale protests were held in some other cities in Croatia earlier in the day.
Protests of this kind began last month.