The rival marches will take place in different districts of a tense Venezuelan capital.
Some danced to popular songs, while a banner included a large photo of late President Hugo Chavez and read: "20 years of popular victories".
Venezuela's opposition leader called on more members of the military to abandon the country's socialist government following Saturday's defection of a high-ranking general, while President Nicolas Maduro proposed holding early National Assembly elections that could potentially oust his challenger.
Kremlin spokesman Dmitry Peskov said the Kremlin shares the view of the Venezuelan government that the US sanctions are "illegal" and sees them as a tool of unfair competition by the United States.
Guaido thanked the European Parliament for the vote.
Guaido said there would be something for everyone in society to do as Venezuela moves forward, including the military.
While marshalling worldwide support, Guaido is seeking to maintain street pressure against Maduro.
Some 3 million Venezuelans have left the country. Mr Guaido said the meeting of EU Foreign Ministers was a very important meeting for Venezuela's future and if Maduro did not call for new Presidential elections after the eight day deadline already announced, then it would be a time to increase the pressure on the Maduro dictatorship.
Guaido, who declared himself interim president last week, has spoken at great length about his team's push to safeguard Venezuela's assets so that they can be used to fund the flow of humanitarian aid into the crisis-torn nation.
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However Washington could choose to support countries like Brazil and Columbia if they took action to Maduro themselves.
The global heave against Maduro's leftist regime came after weeks of behind-the-scenes diplomacy including secret talks in Washington between Guaido and USA officials.
The 56-year-old was re-elected last May in voting boycotted by the majority of the opposition and dismissed as fraudulent by the United States, European Union and Organization of American States (OAS).
"This is no time for dialogue", Pence said at a church in the Doral suburb of Miami, prompting loud cheers among exiles who fled their homeland. The proclamation came after the opposition-controlled National Assembly declared President Nicolas Maduro's second-term "illegitimate".
Mexico's Andres Manuel Lopez Obrador and Uruguay's Tabare Vazquez have jointly called a conference in Montevideo this Thursday for "neutral" countries to discuss the crisis.
Previous negotiations all had the same "unsatisfactory result", Guaido wrote.
"Nicolas Maduro has got big problems".
Under Maduro's ruling, the people of Venezuela had been suffering an economic and humanitarian crisis.
Although Maduro has control of virtually all of Venezuela's political institutions and enjoys the support of the military, many blame him for the country's economic woes.
"I am carrying out my duties as commander-in-chief according to the Constitution consolidating the national Bolivarian armed forces", he said.