The biggest rally was held in Madrid, where tens of thousands took part.
Centre-right leader Alberto Núñez Feijóo accused acting PM Pedro Sánchez of pursuing his own interests rather than Spain's and called for a new vote.
Mr Feijóo People's Party (PP) came first in a snap election in July but could not form a majority.
But pro-independence Catalan parties agreed to support Mr Sánchez, who has been in office since 2018. The deal, announced on Thursday, includes an amnesty for separatists who led a failed bid to secede from Spain in 2017.
The agreement triggered anger from conservatives.
An estimated 80,000 people took part in Sunday's rally in Madrid.
Addressing supporters in the capital, Mr Feijóo said: "We will not shut up until there are new elections. What is being done now is the contrary of what [Spaniards] voted for."
Many protesters held Spanish flags and banners with slogans including "respect the Constitution". Similar marches were held in cities including Granada, Seville and Valencia.
Before Thursday's agreement, Pedro Sánchez had sealed a deal with one pro-independence party. The Catalan Republican Left (ERC) is in power in Spain's north-eastern region.
His negotiators then clinched an agreement with the more radical Together for Catalonia (JxCat). It is led by Carles Puigdemont, who led the breakaway independence vote but fled to Brussels to avoid being sent to jail.
The deal will provide an amnesty for former Catalan leader Carles Puigdemont and all those involved in the failed bid for Catalan independence in 2017
While Mr Puigdemont went into exile in 2017, nine other Catalan leaders were jailed for sedition before being pardoned by Mr Sánchez in 2021.
The crime of sedition has since been removed from the penal code but Mr Puigdemont is still accused of disobedience and embezzling public funds, and others have faced similar allegations.
Under the agreement pages, the draft amnesty covers charges arising from the start of the Catalan push for independence in 2012 to 2023 but it does not refer to any named individuals.
It says JxCat will propose holding a "self-determination referendum on the political future of Catalonia" within the terms of the Spanish constitution while the Socialist party says it will defend the "broad development" of Catalonia's autonomy by judicial means.
The text also refers to "lawfare", a word used by JxCat to refer to judicial cases it claims were used to persecute pro-independence figures politically.
Mr Puigdemont said the deal marked a step towards resolving "the historic conflict between Catalonia and Spain".
Santos Cerdán, the Socialist party negotiator, said: "It's necessary to form a progressive government as soon as possible, that gives stability to Spain and that fulfils the mandate of the people in last elections."
The controversial amnesty law will be put before parliament in the coming days and, assuming it passes, the next step will be for an investiture debate and a vote next week.
By Henri Astier
BBC News