People have gathered in Plaza de Colón in the city centre waving Spanish flags and chanting “Viva España” (long live Spain), “I am Spanish”, “Put Puigdemont in prison” and “We’re not fascists – we’re Spanish”.
The protest was organised by DANAES, an organisation that promotes Spanish unity.
They called for people to “act in defence of the nation, of the constitution and the rule of law”.
President of the group, Iván Espinosa said that so many people had gathered “to embrace Spain by all Spaniards wherever they come from.”
He added: “What we expect from this is that the law is enforced and the law is enforced.”
Speaking to Europa Press, 60-year-old Eduardo said he had come from Guadalajara, just outside Madrid, to the demonstration.
He said: “I have come to defend the unity of my country and because I am very proud to be Spanish.”
Another protestor, Sandra, 25, said she wants the government to “act and target the coup plotters in jail”.
At the same time thousands gathered in Barcelona in a plea for dialogue amid the political crisis.
Organisers asked people not to bring any flags and to wear white, and demonstrators gathered under the slogan “Shall we talk?”
The final results of the vote showed 90 per cent of the 2.3 million people who voted backed independence. Turnout was 43 per cent.
The country is waiting for a speech on Tuesday by Catalan President Carles Puigdemont amid speculation he will declare independence.
Nearly 900 were injured in violent clashes between voters and police on Sunday as the officers tried to stop the referendum going ahead.
Madrid apologised for the first time on Friday for police use of violence in trying to hinder the referendum it had declared illegal.
Santi Vila, Catalonia’s regional chief for business, told Cadena SER Radio late last night that he’s pushing for “a new opportunity for dialogue” under “a cease-fire” with Spanish authorities.
Spanish Prime Minister Mariano Rajoy has offered all-party political talks to find a solution, opening the door to a deal giving Catalonia more autonomy, but only if the Catalan government gives up any independence ambitions.
Spanish government spokesman Inigo Mendez de Vigo said: “You can’t hold talks if people are outside the law.”