Houthi rebel chief Abdulmalik al-Houthi had on Wednesday urged supporters across the country to head to Sanaa for the rally.
For decades sworn enemies, nationalist forces loyal to Saleh and the Iran-backed Houthis joined ranks in 2014 to drive the government of President Abedrabbo Mansour Hadi out of Sanaa.
That prompted a Saudi-led coalitionto intervene the following year to prop up Hadi’s government.
The war has since killed some 8,600 people, while a further 2,000 have died of cholera.
Despite a crippling coalition blockade, the Houthis and Saleh’s forces continue to jointly control Sanaa, but tensions between them have escalated since a public dispute in August.
The Houthis accused Saleh of treason after the former president publicly dismissed the Iran-backed rebels as “militias”.
Saleh’s GPC party last month accused the Houthis of waging an “orchestrated campaign” against the former strongman and lacking “the will to maintain partnership”.
The Houthis responded that the GPC had broken its pact by accepting funds from Hadi’s government.