The protesters are calling for an anti-corruption court to be set up, MPs to lose their immunity from prosecution, and changes to the electoral system.
They vowed to stay on, putting up tents and blocking the main road outside the parliament building in central Kiev.
One of the opposition leaders called for President Petro Poroshenko to quit.
“It is time for them to hear us,” Mikheil Saakashvili, a former Georgian president and one-time regional governor in Ukraine, told the crowd of several thousand protesters.
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