Protests were held also in five other cities yesterday, including the second-largest city of Bitola. Protesters are demanding the president's resignation and that a caretaker government be formed to prepare a free and fair vote.
Protesters in the capital, Skopje, chanted "No justice, no peace" and threw paint on the Culture Ministry building and another site seen as symbols of the conservative government's lavishness.
The pardons, issued before an early election planned for June 5, have prompted daily opposition protests since last week.
The election, halfway through Gruevski's term in office, was called under an internationally-mediated bid to end a months-long political crisis triggered by wiretapping and corruption scandals.
European Union mediators have invited Macedonia's squabbling politicians to talks Friday in Vienna in a bid to defuse a new political crisis.
The four invitees included former Prime Minister Nikola Gruevski, head of the country's dominant conservative party and opposition Social Democrat leader Zoran Zaev. It was unclear whether they will all accept.