The latest in a series of protest rallies over the May 5 elections - which the opposition says were won fraudulently by the 56-year-old ruling coalition - saw a large crowd gather in an open field outside Kuala Lumpur.
Malaysia's Home Minister Zahid Hamidi had earlier called the rally a "provocation", coming after four people were arrested including two opposition politicians, actions that sparked allegations of a post-election crackdown on dissent.
There were no reports of any police action against the latest rally, which was to include speeches by top opposition figures including leader Anwar Ibrahim.
"We are never disappointed because we have won decisively, the moral victory. Tough times never last, only tough people do. We will prove to (the government) how tough we are," Anwar's daughter, parliament member Nurul Izzah, told the crowd.
Two senior opposition politicians and two activists were detained last week under the Sedition Act for criticising the conduct of the elections. They were later released.
Prime Minister Najib Razak, who before the elections sought to portray himself as a reformer, had pledged last year to repeal the decades-old Sedition Act.
It is highly unlikely the opposition would prevail, as critics widely accuse the courts and Election Commission of being in thrall to the ruling coalition.
Barisan gained only 46.6 per cent of the popular vote but won a firm majority, which critics blame on Barisan tinkering with districts to give its strongholds more weight.
The opposition claims that, among other problems, voter rolls were full of irregularities. The government denies the election was unfair.