The whistle-blowing crowds marched through central Belgrade, some carrying umbrellas against the falling snow. Some people also wore yellow vests that have become a symbol of resistance for protesters in France.
The protesters stopped by the presidency building, urging Vucic to resign.
Thousands also rallied a week ago, protesting after thugs beat up an opposition party leader and dubbing the demonstrations "Stop to Bloody Shirts."
"We won't be stopped or silenced," said the Serbian Left party leader Borko Stefanovic, whose head was injured in last month's attack in the southern town of Krusevac.
Vucic's opponents have blamed the violence on what they describe as an atmosphere of intimidation and fear imposed by the president's populist ruling coalition.
Vucic is a former extreme nationalist who now says he wants Serbia to reform and join the European Union. But critics say Vucic has restricted democratic and media freedoms in the Balkan country, which he has denied.
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