The protesters say Dilma Rousseff must have known about a corruption scandal in the state oil company, Petrobras.
The political opposition says much of the alleged bribery took place when Dilma Rousseff was head of the company.
However, Dilma Rousseff has been exonerated in an investigation by the attorney general and denies involvement.
Most of the politicians accused of taking bribes in a kickback scheme come from the governing coalition.
Protests have taken place across 22 Brazilian states and the federal capital, Brasilia.
The largest demonstration went ahead in Sao Paulo, attracting more than 500,000 people.
Many of the protesters waved Brazilian flags and wore the yellow shirts of the national football team.
They shouted slogans against corruption and the Workers’ Party government.
Opposition parties have backed Sunday’s protests but have not openly called for impeachment of President Dilma Rousseff.
Senator Aecio Neves, who was defeated by a narrow margin in October’s presidential vote, issued a statement praising the protests.
He said Brazilians “went to the streets to reunite with their virtues, their values and also with their dreams”.
In Rio de Janeiro, police said around 15,000 people had joined a protest there, while in Brasilia a crowd of 40,000 was reported.
On March 13, tens of thousands of President Dilma Rousseff took to the streets.
Her supporters say calls for an impeachment, less than five months after she was elected to a second four-year term, amount to a coup attempt.
The Workers’ Party has been in power since President Luiz Inacio Lula da Silva was sworn in for his first term in January 2003.
Earlier this month, the Supreme Court approved the investigation of 54 people for their alleged involvement in the kickback scheme.
The list was prepared by Attorney General Rodrigo Junot who alleged that private companies paid corrupt officials in order to get lucrative Petrobras contracts.
According to the investigation, high-profile politicians also took a share of the money siphoned off from Petrobras.
Rodrigo Junot’s list includes Senate President Renan Calheiros, President of the Chamber of Deputies Eduardo Cunha, former Energy Minister Edison Lobao and former President Fernando Collor de Mello. All deny corruption allegations.
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