SANAA, Yemen—Tens of thousands of Yemenis held mass rallies in the capital and across the country calling for the prosecution of ousted leader Ali Abdullah Saleh, who is under pressure to leave the country for allegedly hindering democratic transition.

The Thursday protests came one day after Saleh appeared publicly for the first time in 18 months. He vowed his party would contest presidential and parliamentary elections next year.

Saleh was forced to step down after a yearlong uprising as part of transfer of power agreement that granted him immunity from prosecution.

A leading member of Saleh's National People's Congress party said foreign ambassadors are pressing Saleh to leave politics and the country.

He spoke on condition of anonymity because of the sensitivity of the subject.