He was released on bail after accepting central government control over the region but still faces the prospect of a trial.
The leaders are charged with rebellion, along with eight others, over their involvement in a push for independence.
"It is not right for a judge to do politics", Puigdemont said.
Occasional clashes broke out between riot police and protesters as the large crowds pushed against police cordons, La Vanguardia reports.
Later Friday, the Spanish Supreme Court was due to decide whether a separatist candidate for the presidency of the Catalan parliament, Jordi Turull, should also be placed in pre-trial detention. Puigdemont and fellow separatists have all denied any wrongdoing, saying the plebiscite gave them the authority to break away from Spain.
The separatist majority in Catalonia's parliament has failed to elect a regional president, starting a two-month countdown that could end with another regional election in the restive corner of Spain.
Llarena is investigating Sanchez in connection with the turbulent events last fall, and particularly whether the activist should be held accountable for allegedly orchestrating protests that hindered officials trying to stop a banned independence referendum.
A fifth separatist leader summoned to the court on Friday was not previously jailed.
Five other Catalan politicians, including Puigdemont, fled to Brussels following the bid for independence in late October. Also among them was Mr Puigdemont, who has been in self-imposed exile in Belgium for the last five months, and Oriol Junqueras, the former deputy president who has been in jail during that time, along with three other colleagues.
What we know about Toys R Us liquidation sales
For those anxious about any gift cards they have for Toys-R-Us, the company will honor them a remaining 30 days or so. Remember KB Toys? The company went out of business in 2008, closing up all of its stores across the country.
What else did the judge say?
Demonstrations against the court's decisions were organised on Friday night in Barcelona and other Catalan cities.
Spanish media reported that she had fled into exile in Switzerland.
What reaction has there been?The court could rule the candidate ineligible to hold office or imprison him if it finds there is enough incriminating evidence, thus torpedoing any hopes of a second debate later today.
Later on Friday, thousands of protesters gathered in the centre of Barcelona, waving flags and condemning the actions of the Spanish government.
Barcelona health authorities said 24 people had requested medical help, majority for bruises, after police used batons to stop protesters from marching on a Spanish government outpost in the autonomy.
Turull could still be chosen in a second vote due to take place on Saturday when only a simple majority is needed, but it is unclear whether this will happen.
Catalan parliament speaker Roger Torrent called the express parliamentary session yesterday, faced with what he dubbed the "interference" of the Supreme Court.