The march in Barcelona on Saturday came after Spain's constitutional court ruled that the northeastern region of Catalonia could not refer to itself as a nation.
Protesters waved Catalonian flags and banners saying, "We are a nation. We decide." CNN sister network CNN+ showed images of regional leaders marching with a tennis-court sized flag.
Barcelona is the capital of Catalonia, one of 17 regions in Spain.
Conservatives have said Spain needs to be unified, a condition that fascist strongman Francisco Franco tried unsuccessfully to impose on the country from the end of the Spanish Civil War in 1939 until his death in 1975.