Protesters chanted slogans decrying what they described as the Houthi group's "coup" and demanding the expulsion of "armed militias" – in reference to Houthi militants – from the capital.
The Shiite Houthi militant group seized control of Sanaa last September and has since sought to expand its influence to other parts of the country.
Earlier this month, the Houthis issued a "constitutional declaration" dissolving Yemen's parliament and establishing a 551-member transitional council.
The declaration was rejected by most of Yemen's political forces – along with some neighboring countries – which described it as a "coup against constitutional legitimacy."
Yemen has remained in turmoil since pro-democracy protests in 2011 forced long-serving President Ali Abdullah Saleh to step down one year later.