The demonstration, marking the sixth anniversary of the "Cedar Revolution," took place under heavy security, but there was no violence, Radio France Internationale reported.
Recently ousted Prime Minister Saad Hariri declared, "We are Lebanese, we want to breathe, we want to speak," The Daily Star reported.
"Do you accept the formation of a government that imposes its weapons on its people? Do you accept a government who would topple and stop the funding of the Special Tribunal for Lebanon?" he asked.
He was referring to the U.N. court that is believed to have indicted Hezbollah members for the 2005 car-bomb assassination of his father, former Prime Minister Rafik Hariri.
His Maronite Christian ally, Lebanese Forces leader Samir Geagea, said, "I am announcing today with you this is the second Cedar Revolution that will not stop until the end of the (Hezbollah) ministate."
Hezbollah-backed Prime Minister Najib Mikati has been trying to form a government for almost two months. The Hariri alliance refuses to accept his "Hezbollah Cabinet."