Police put the number of demonstrators at 7,500, while the opposition estimated tens of thousands had turned out.
Protests have been held weekly in the Balkan country since December against what critics describe as Vucic's slide towards autocratic rule.
Protesters blew whistles and chanted "thieves, thieves!" as speakers, who addressed the crowd, accused the regime of corruption and oppression of media freedoms.
The crowd then marched from the national parliament to the government building. Local media reported that in many Serbian cities and towns transport companies had refused to rent buses to opposition supporters, fearing reprisals from the authorities.
Vucic, an ultra-nationalist-turned-pro European, has rejected claims he has become autocratic. In response to Saturday's protest he has scheduled rally of his own supporters for next Friday in Belgrade.
According to a survey published earlier this week, nearly 55 percent of voters would vote for the SNS if legislative elections were held now.
The opposition Alliance for Serbia coalition, an umbrella group of opposition parties from across the political spectrum, would receive 11.8 percent of the vote, the Faktor Plus survey showed.
Parliamentary elections are due in 2020.
Vucic, an ultra-nationalist turned pro-European, has rejected claims that he has become autocratic.
Serbia, which aspires to join the EU in 2025, was criticised by the European Commission last year over press freedoms in the country, denouncing threats, intimidation and violence against journalists.
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