About 50,000 demonstrators rallied in the centre of Kiev to demand that Ukraine's government reverse course and sign a landmark agreement with the European Union in defiance of Russia.
However, some protesters on Sunday tried to storm government buildings and police responded by using tear gas and batons against them.
The protest was the biggest the country has seen since the peaceful 2004 Orange Revolution, which overturned a fraudulent presidential election result and brought a Western-leaning government to power.
Ukrainian and EU flag-carrying demonstrators shouted "Ukraine is Europe" and sang the national anthem as they marched towards Independence Square.
The protest was led by Ukraine's top opposition figures, who called for the rallies to continue until President Viktor Yanukovych agreed to sign the free trade and political association deal with the EU at a summit on Friday.
Pro-Europe supporter Anton Vashkevich said the protesters wanted to say that the government and President did not represent the opinion of the whole country.
Tymoshenko release demand
|Former Prime Minister Yulia Tymoshenko was jailed in 2011 over a gas deal with Russia that she signed in 2009 [Reuters]
"What they think does not express the thoughts of the majority of the population," Vashkevich said.
"There is no alternative to the European Union."
Ukraine's leaders announced suddenly last week that they were pulling out of the EU agreement because they said the country could not afford to break trade ties with Russia.
The Russian government has worked aggressively to derail the EU deal and bring Ukraine into the Moscow-dominated Customs Union.
One key EU demand for signing the deal was the release of former Prime Minister Yulia Tymoshenko, whose imprisonment the West sees as politically driven.
Tymoshenko's daughter Eugenia was one of those attending Sunday's protest march.
Elsewhere in Kiev, thousands of Yanukovych supporters held their own rally on Sunday.
Those attending the march came to voice their support for the government's decision to halt the signing of the EU agreement.
One government supporter, Nina Gorkava, said that the EU was not offering Ukrainians anything and was just putting a heavy burden on them.
"Why should we follow their rules? If we voted for independence of our country we should be really independent," she said.
The EU has said that Yanukovych is still welcome to attend the summit in Vilnius, Lithuania, on Thursday and Friday, during which the two sides had intended to sign the trade agreement.
On Monday up to 1,000 pro-EU protesters gathered near government headquarters in the capital Kiev leading to a scuffle with police.