Mr Puigdemont was dismissed as Spain's central government took control of Catalan institutions.
On Sunday, a minister in Belgium said he could get political asylum there.
Spain has been gripped by a constitutional crisis since a referendum, organised by Mr Puigdemont's separatist government, was held earlier this month in defiance of a ruling by the Constitutional Court which had declared it illegal.
The Catalan government said that of the 43% of potential voters who took part, 90% were in favour of independence.
The Guardia Urbana, a Catalan municipal police force, said at least 300,000 people had turned out in Barcelona. Organisers and the government in Madrid put the turnout a more than a million people.
Veteran Catalan politician Josep Borrell, a former president of the European Parliament, told demonstrators that Catalonia's former separatist leaders had no right to speak on behalf of the entire region.
Among the demonstrators was Marina Fernandez, a 19-year-old student, who said she was unhappy with the actions taken by the Catalan authorities.
"I am enraged about what they are doing to the country that my grandparents built," she told the AFP news agency.
Another protester, Maria Lopez, told Reuters news agency: "What do we want? That they don't break us up. This is a disgrace. We are not going to consent. They are shameless, shameless, and Mr Puigdemont needs to be taken to prison."
'Silenced majority'
Many of them waved Spanish flags and chanted "Viva Espana" and "The streets are for everyone" as they marched through Barcelona in support of Spanish unity and against Catalonia's unilateral declaration of independence.
Catalonia's main opposition party said the region's "silenced majority" was now speaking.
The atmosphere was peaceful, as police helicopters monitored from above.
Several off-duty police officers who had joined the protest told the BBC they felt there was deep division in their ranks, and were worried what could come next if their separatist colleagues refused to take orders from Madrid.
The key issue is what happens to Carles Puigdemont, who is still calling himself the Catalan president - despite having been removed from office by the Spanish government, along with his cabinet and more than 100 officials.
His job, in all but title, has been transferred to Spain's deputy prime minister until elections in December.
Independence supporters are being urged to resist any attempt by Madrid to forcefully remove the separatist leaders.
Friday saw the regional parliament declare independence, with Madrid responding by declaring the move illegal.
Prime Minister Mariano Rajoy then announced the dissolution of the regional parliament and the removal of Mr Puigdemont as Catalan leader, and ordered that fresh regional elections should be held in December.
Mr Puigdemont has urged "democratic opposition" to direct rule from Madrid, which has said it would welcome his participation in the election.
A government spokesman in Madrid, Íñigo Méndez de Vigo, said Mr Puigdemont had the right to continue in politics, despite his removal from office.
"If Puigdemont takes part in these elections, he can exercise this democratic opposition," he said.
On Sunday, Belgium's Migration Minister Theo Francken told local TV the separatist leader could be given asylum protection which Spain would find difficult to reverse.
"If you see the situation at the moment, the prison sentences and the repression from Madrid and the prison sentences that are bandied about... the question is obviously whether somebody like that has the chance of a fair trial," he told Reuters.
There is no suggestion that Mr Puigdemont is seeking to leave Catalonia.
Later on Sunday, he is expected to attend a football match in Girona, the heartland of the pro-independence movement, when the local team play Real Madrid - who Mr Rajoy supports.
A poll published by Spanish national newspaper El Pais on Saturday suggested a small majority of Catalans (52% to 43%) were in favour of the dissolution of the regional parliament and the holding of elections.
Fifty-five per cent of Catalan respondents opposed the declaration of independence, with 41% in favour.
Before Madrid took over the Catalan government, the region had one of the greatest levels of self-government in Spain.
It has its own parliament, police force and public broadcaster, as well as a government and president, though those have now been dismissed.
Catalans had a range of powers in many policy areas from culture and environment to communications, transportation, commerce and public safety.
Foreign affairs, the armed forces and fiscal policy were always the sole responsibility of the Spanish government.
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