Demonstrators at the rally organised by a couple of high school students carried signs reading "We want a better country" and "Fico defends thieves," in reference to leftist Prime Minister Robert Fico.
"Corruption is one of Slovakia's biggest problems. Our money disappears into the pockets of oligarchs," said student Karolina Farska, one of the rally organisers.
"We have to act immediately."
The protest was backed by Slovak President Andrej Kiska, a vocal critic of the government, who told the local Dennik N daily recently: "If we all remain silent, nothing will change here."
The protest organisers called for the dismissal of Interior Minister Robert Kalinak, police chief Tibor Gaspar and the prosecutor for corruption cases, Dusan Kovacik.
"Corruption is everywhere. You have to have a thick envelope handy to get things done in Slovakia," 23-year-old student Tomas Reichmann told AFP.
Transparency International recently ranked the eurozone nation of 5.4 million people as the seventh most corrupt EU member.
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