Some 5,000 police officers marched through the centre of Madrid to protest salary cuts and a reduction of the force.
The officers, who had travelled from across Spain, rallied three days after the nation was gripped by a general strike over the austerity cuts.
Health and education workers have already taken part in similar marches.
"Citizens! Forgive us for not arresting those truly responsible for this crisis: bankers and politicians," read one banner held by a line of officers as they marched to the interior ministry.
The rally had been called by the main policing union SUP.
"Each year, between 1,500 and 2,000 police officers retire and 125 are recruited, which means in three or four years, there will be more insecurity and crime in Spain," warned SUP general secretary Jose Maria Sanchez Fornet.
Anxos Lores Tome, a 36-year-old police officer from Galicia in northern Spain, said her days off had been whittled and with cuts of about 300 euros (£241) a month, she is today earning 1,450 euros (£1,163) a month - less than the 1,500 euros (£1,203) she got when she joined up a decade ago.
Juan Manuel Aguado Torres, an officer from Grenada in the south, blamed Spain's leaders for the ongoing woes.
"If the country is functioning badly, it's only because of the politicians," the 60-year-old said.
For 33-year-old Antonio Perez, "the problem is they take from us to give to others, like the autonomous regions and the banks".
Spain's eurozone partners in June agreed to extend to Madrid an emergency rescue loan of up to 100bn euros (£80bn) to help its stricken banks.
The Spanish government has imposed austerity cuts aimed at saving 150bn euros (£120bn) between 2012 and 2014, prompting an angry backlash that saw hundreds of thousands of people protest in Wednesday's general strike.
"We are worried about the situation in the country in general," Anxos Lores added.
"The politicians aren't creating work and with the cuts they can't create consumer demand, just the opposite."