Opposition politicians have said they will participate in the presidential elections scheduled for July 23, despite believing they will be neither free nor fair.
Temir Sariev, another opposition leader, said his party had given the government until April 20 to reshuffle the cabinet to include opposition members.
"Rallies will continue if our demands are not met," Sariev told the cheering protesters.
"Only with your support will it be possible to make the drastic changes needed within our country."
The opposition United People's Movement has grown increasingly restive following a string of arrests against its leaders and other incidents that Bakiyev's critics say are designed to remove potential rivals ahead of the election.
Bakiyev, who is expected to win a second term in office, has denied the allegations.