Protesters gathered from around the country in Tirana, the capital, waving national and EU flags, shouting "Rama Go!" and blowing vuvuzelas.
Some protesters threw flares, smoke bombs and other projectiles and police responded with water cannon. Opposition leaders were seen trying to stop those hurling stones at police.
The center-right Democratic Party-led protests, which have been going on since mid-February, have often turned violent. A statement from the EU office in Tirana condemned the past violence, urging all sides to hold talks to find "a way out of the current political situation."
The United States embassy in Tirana also urged all sides "to practice restraint, disavow violence and engage in constructive dialogue."
The opposition has declined to talk with Rama unless he resigns. It accuses his Cabinet of corruption and links to organized crime. The governing Socialists deny those claims and say the violent opposition protests are hurting the country's image.
The Democrats leader, Lulzim Basha, said Saturday that Rama's resignation was "the only way to open the dialogue." He then led his supporters in a march toward the Parliament building with lit cellphones held high.
The opposition is boycotting Albania's June 30 municipal election.
In June, Albania expects the EU to grant its request to launch full membership negotiations.
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