In footage posted to social media, protesters are heard chanting “stop Brexit, no Polexit” and holding up banners and EU flags.
One banner read: “United Europe stands, divided it falls.” Another read: “Proud to be European.”
The outrage comes amid growing tensions between the Poland and the European Union as it could soon be punished by the bloc for trying to push through reforms of its judiciary.
It comes as tens of thousands of flag-waving Poles filled the streets in Poland this week as its government locked horns with the EU over an attempt to put the Supreme Court under government control.
At the rally at the Presidential Palace protesters, wielding Polish and European Union flags demanded a veto over the bill, which is sponsored by the ruling Law and Justice party (PiS).
The bill was passed by parliament’s lower house earlier in the day after tumultuous debate, and has sparked one of the biggest protests since the party came to power in late 2015.
European Council President Donald Tusk, a former Polish prime minister, launched an astonishing attack on President Andrzej Duda, demanding an urgent meeting with his fellow Pole to avert a “political crisis”.
Mr Tusk said in a statement that PiS’ move on courts was backwards and went “against European standards and values” and risked marginalising the country.
He said: “It falls to us, together, to avert bleak outcomes which could ultimately lead to the marginalisation of Poland in Europe.
“The situation, including at international level, is really serious. And that is why I am asking for serious measures and serious partners. Please let us try, Mr. President.”
Among tensions over the judiciary are tensions over security within the bloc.
In a brutal swipe at the EU in May, Poland’s Prime Minister Beata Szydło ripped into European “elites” for failing to stand up to terrorism across the Continent in a furious attack aimed at Brussels.
Speaking in the Polish parliament, Beata Szydło raged at the terror threat posed to European nations following the Manchester terror attack, in which 22 people were killed at a pop concert.
She called on European leaders to “rise from your knees and from your lethargy or you will be crying over your children every day”.
She said: “We are not going to take part in the madness of the Brussels elite, we want to help the people, not the political elites.”