Opposition leaders including former heavyweight boxing champion Vitali Klitschko urged the crowd to continue the standoff on Independence Square, also known as the Maidan, where protesters have been camped out since late November.
"The authorities are pretending they cannot hear us. I know it's hard for us, but we have enough strength to win," Klitschko said.
Ukrainian President Viktor Yanukovych last month triggered massive protests by deciding not to sign an Association Agreement with the European Union under pressure from the Kremlin.
Russian President Vladimir Putin in December responded by offering Ukraine a USD 15 billion (11 billion euro) bail-out package and slashing the price Ukraine has to pay for natural gas imports.
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Klitschko, who leads the UDAR (Punch)opposition party, said that a new wave of protests would begin after public holidays to celebrate Orthodox Christmas tomorrow and Tuesday.
He also announced plans for a general strike, which he said would be "first a strike warning and then a real one if the authorities don't want to listen to us."
Opposition leader Arseniy Yatsenyuk also urged the demonstrators to maintain their protest camp on the Maidan, which they have sealed off with improvised barricades.
"This year will be a very difficult one for us. We must hold onto the Maidan," he said.
Supporters at the rally expressed determination to continue the protest.
"I will definitely keep coming to Kiev, because the authorities are just waiting for support to weaken in order to disperse the Maidan. But people are ready to fight to the end," said teacher Olena Bilyk, who had travelled from the southern Mykolaiv region.