SDSM head Zoran Zaev accuses the prime minister of covering up the murder of a young man, and claims to possess a recording of Gruevski discussing the cover-up with Minister of Internal Affairs Gordana Jankulovska.
The opposition leader urged the protesters not to leave the streets until Gruevski steps down. A group of protesters has set up a tent camp outside government buildings in central Skopje.
"At this gathering, held in support of Macedonia, VMRO-DPMNE will show that this country has people who walk proudly, and who will not allow the country to be destabilized and a legitimately elected government to be brought down for the benefit of someone else's interests," Gruevski said, as quoted by MIA news agency.
"I am sure of this because our citizens have recognized the cowardly way in which Zaev is damaging the country," Gruevski added.
The recent rallies come at a time of political instability in Macedonia.
At least 40 people, mostly police officers, were injured during anti-government protests in Skopje on May 6.