In red caps and vests bearing the logo of the giant US drinks company, crowds marched in Madrid and the eastern city of Alicante, where two of the threatened plants are located.
Coca-Cola's plan to close four of its bottling factories in Spain is expected to lead to 750 workers being laid off and 500 others being offered relocation to other plants.
The company said last month that the closures were needed to improve efficiency. Workers say the layoffs are unjustified since the company is making a profit.
Workers at the plant in the southern Madrid suburb of Fuenlabrada, one of the capital's poorest districts, have been on strike since Friday in protest.
About 2,000 protesters marched to central Madrid from Fuenlabrada in Sunday's five-hour protest.
They waved signs reading: "Boycott, they are destroying jobs" and "No to the layoffs".
"The plants are profitable but they are throwing us into the street," said Francisco, 51, who fills bottles at the Fuenlabrada plant where he has worked for 17 years. He asked not to be identified by his surname.
"It is a modern plant but they are shutting it just so they can make more profits," he added. "The 'happiness' of Coca-Cola is a sham."