The pro-EU protesters were convened by Donald Tusk, the former EU president who is now the leader of the Polish opposition Citizens' Platform (PO).
Many Poles support EU membership, according to opinion polls.
At the same time, relations between Warsaw and Brussels have become increasingly tense since the Law and Justice Party (PIS) took power in Poland in 2015.
"They want to violate democratic rights"
Tusk has previously called on residents to "defend a European Poland", something he repeated in his speech from the castle in the capital Warsaw.
He has long warned that the ruling party is deliberately moving away from the EU.
"We know why it (PIS) wants to leave (EU): so that with the protection of immunity it can violate democratic rights," he told the audience, which was surrounded by the light from the sirens on police picket buses.
Hundreds of places
The ruling PIS says the party has no plans to leave the EU, according to Reuters.
The demonstrations, which according to the organizers took place in about a hundred places in Poland and in several cities abroad, began at 6 pm on Sunday.