Three protesters died last week after more than 30 civilians and 20 police officers were injured in skirmishes with 20,000 protesters demanding early elections.
The opposition Socialists accuse the government of corruption and fraud in the 2009 elections and called for more rallies throughout the week, Deutsche Welle reports.
Albanian lawmakers voted last week to set up a special inquiry to investigate the protests, noting the "commission will examine all the evidence to reveal the truth about the coup d'etat staged Jan. 21 with the aim of overthrowing the constitutional order."
European Commission President Jerzy Buzek issued a statement condemning the latest violence in Albania, expressing "deep regret" for the loss of life during the political violence.
"Not only has the political stalemate slowed down the adoption of the necessary reforms, and regrettably it has also become a real obstacle on the country's European integration path," he said in a statement.
The loss of life, Buzek continued, should serve as "a wake-up call" for Albanian leaders to work to democratic reforms.