As protesters gathered for the march, the deputy president of the region's now-deposed government lashed out against Madrid over what he called a "coup d'etat".
"The president of the country is and will remain Carles Puigdemont," his deputy Oriol Junqueras wrote in Catalan newspaper El Punt Avui.
Junqueras used the word "country" to refer to Catalonia, whose lawmakers pushed Spain into uncharted waters Friday with a vote to declare the region independent.
He signed the article as the "vice president of the government of Catalonia".
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The Catalan crisis was triggered by a banned independence referendum on October 1 that was shunned by many, and marred by police violence.
Then on Friday, Catalan lawmakers passed a motion, by 70 votes out of 135 in the secessionist-majority regional parliament, to declare the region of 7.5 million people independent from Spain.
Rajoy responded by deposing the regional government, dissolving its parliament, and calling December 21 elections to replace them.
As prosecutors prepared to file charges of rebellion against Puigdemont next week, he too was defiant on Saturday, calling for "democratic opposition" to Madrid's power grab.
Puigdemont accused the central government of trampling on the will of independence-seeking Catalans with the first curtailment of regional autonomy since Francisco Franco's brutal 1939-75 dictatorship.
Barcelona readied for Sunday's anti-independence march under the slogan: "Catalonia is all of us!"
Television footage showed people streaming out of a metro station near the march, draped in Spanish flags.
"Viva Espana!" cried Sunday's protesters, whose chant means "long live Spain".
Participants at the rally will include representatives of three Catalan opposition parties -- including Rajoy's conservative PP, in what may amount to the start of an election campaign.