Organized principally by unions and left-wing political parties and social movements, at least 15,000 people gathered in Sao Paulo, where protesters held banners reading: "In defense of democracy!" and "We are with Dilma!"
Activists said as many as 60,000 people may have turned up to march to the city center, despite poor weather.
Thousands also joined rallies in over 30 major Brazilian cities, including Rio de Janeiro, Salvador, Curitiba and Belem, called as a direct counter protest to Sunday`s mass pro-impeachment demonstrations, which police estimate united around 879,000 people across Brazil.
Among the organizers of Thursday`s protests were the Homeless Workers` Movement (MTST), Brazil`s biggest union, the CUT, and the National Students` Union, which emphasized that the rallies were not a "celebration of President Rousseff".
MTST leader Guilherme Boulos told crowds he "did not defend any government" and joined other leaders in rejecting the government`s fiscal adjustment plans -- largely revolving around austerity measures, such as tax increases and public spending cuts, to balance the government`s books.
Protesters argue such moves will affect the poorest in society disproportionately.
The crowds urged the president to be allowed to remain in power to serve out the remainder of her second term. Rousseff was re-elected in October 2014 by a narrow margin.
"We`re here to defend democracy. We went to the polls and we won: the elite protests calling for Rousseff`s impeachment are dangerous," Bianca de Lima, 18, a student from Sao Paulo, told Anadolu Agency.
"Dilma won the October 2014 elections and we`re here to defend that. We`re here to stop the coup that is happening in Brazil, albeit a more sophisticated one than we saw in 1964. We need to teach people to respect the popular will of the country," Sao Paulo lawyer Dennis Veiga Junior, 54, said.
Organizers also said they wanted to see an end to the socially conservative agenda tabled by Eduardo Cunha, the president of Brazil`s lower house, who has both led calls for Rousseff`s impeachment and pushed controversial bills through Congress, such as a reduction in the age of criminal responsibility from 18 to 16 years.
Protesters hailed the fact that corruption charges against Cunha had been filed to the Supreme Court the same day.
Many calling for Rousseff`s impeachment cite a vast corruption scandal which has engulfed state-controlled oil company Petrobras, where she was chairwoman of the board of directors for much of the time the corruption is alleged to have taken place.
Rousseff denies all knowledge of the kickback scheme and has been cleared by investigators.
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