The legislative vote is being held a year ahead of schedule after the ruling VMRO-DPMNE failed to agree with its ethnic Albanian coalition partner, the DUI, on a joint presidential candidate.
Voters were also casting ballots in the run-off for president, a largely ceremonial post with a five-year mandate, pitting incumbent Gjorge Ivanov of the VMRO-DPMNE against his Social Democrat rival Stevo Pendarovski.
"I expect those who will win the elections to fulfil their promises and enable prosperity for all citizens of Macedonia," Ivanov said after he voted.
More than 1.7 million voters are eligible to elect a new 123-seat parliament, choosing among 14 parties and coalitions.
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Opinion polls have given a strong lead to both Ivanov and the VMRO-DPMNE.
The ruling party hopes to increase its tally in parliament to 62 seats and enable its leader Nikola Gruevski to secure a third term as prime minister of Macedonia, an EU candidate since 2005.
"We need a majority so nobody can blackmail us and we can keep up with a programme... That would lead Macedonia into the EU and NATO," Gruevski told a final rally Friday.
The conservative party is expected this time to take some 28 per cent of the vote against 15 per cent for the opposition Social Democrats.
During the campaign, Gruevski urged voters to back his measures to revive Macedonia's ailing economy, which showed signs of recovery last year when it posted 3.1 per cent output growth.
With unemployment above 28 per cent in the country of two million where the average monthly salary stands at just USD 480, ordinary Macedonians remain gloomy about their prospects.