The polls are being carried out in six constituencies according to a proportional representation method.
Six coalitions, 25 political parties and two groups of voters are standing for the closely fought elections.
According to opinion polls conducted before the voting day, the strongest opposition VMRPO-DPMNE coalition is likely to win most of the votes but still not enough to form a government independently.
Analysts assess that the Social Democrats, the main party in Macedonia's multiethnic ruling coalition, have experienced a drop in popularity owing to a rise in a high unemployment rate which already reached 38 percent and owing to a poor economic situation.
Political parties representing ethnic Albanians, who make up one quarter of Macedonia's population of over two million, are also playing an important role in the elections.
Some 5,000 observers, including 500 foreign ones, are monitoring the course of the voting.
The international community has warned Skopje that efforts to organise fair and regular polls will be an important criterion which the country is expected to meet on its path towards European institutions.
Polling stations are open from 7.00 am to 7.00 pm.