Demonstrators called on political leaders to amend the constitution to specifically mention the country’s European orientation.
More than 75,000 people participated on Sunday in the demonstration in the centre of the capital, according to initial police estimates.
They waved European Union flags and chanted pro-European slogans.
“We came to say loudly, confidently and proudly that Moldovans are Europeans!” President Maia Sandu, who had called for the rally, told the crowd.
She said her country wanted to join the 27-nation EU by 2030.
“This is the chance for our people to live in peace and prosperity,” she said.
Moldova has been badly hit by the impact of Moscow’s invasion of neighbouring Ukraine, which Chisinau has repeatedly condemned, and applied to join the EU.
Sandu has accused Russia of seeking to sabotage its European integration by fuelling anti-government protests and propaganda. Moscow denies meddling in Moldova’s affairs.
“Moldova does not want to be blackmailed by the Kremlin,” Sandu said at the rally that packed a central square.
Police said more than 75,000 demonstrators were present.
“We don’t want to be on the outskirts of Europe anymore,” she said.
Welcome ‘with open arms’
On a visit to Chisinau, European Parliament President Roberta Metsola also addressed the rally, saying Europe would welcome Moldova “with open arms and open hearts”.
“This is about the both of us: You will bring a piece of Moldova to Europe, and you will make Europe stronger,” she said.
Demonstrators called on Moldova’s political leaders to amend the constitution to specifically mention the country’s European orientation.
The leader of the pro-Russian opposition Shor Party, exiled businessman Ilan Shor, told his supporters at rival protests in several cities via video link that he would seek a referendum on Moldova’s foreign policy.
Shor, sanctioned by the United States as an agent of Russian influence in Moldova, was handed a 15-year jail sentence in absentia last month for his role in the 2014 theft of $1bn from Moldovan banks.