Christian opposition leader Michel Aoun told the crowd that Siniora must be replaced by a Sunni prime minister who better understands the Lebanese social fabric, YNetNews reports.
Siniora was born into a Sunni Muslim family, but has been identified with anti-Syrian factions.
Though Hezbollah was behind the demonstration, organizers asked protesters to wave only Lebanese flags and Aoun was the lone speaker at the rally.
Hezbollah and its political allies are demanding establishment of a national unity government in which Shiite Muslims have at least one-third representation.
The move would give Hezbollah chief Hassan Nasrallah veto power on important issues.
In advance of the protest, armored vehicles surrounded the offices of Siniora and hundreds of police officers took up positions in the area.
"If Siniora thinks the people are with him, he shouldn't have sent the army to defend him," Aoun told the crowd.