Hadi dismissed Aden Governor Aidarous al-Zoubeidi and State Minister Hani bin Breik on April 27 over their alleged close ties with the United Arab Emirates (UAE).
In an interview with Middle East Eye earlier this week, Hadi accused the UAE of acting "like an occupation power in Yemen rather than a force of liberation.”
Sources close to Hadi reported an angry confrontation during a February meeting between the Yemeni official and Mohammed bin Zayed bin Sultan Al-Nahyan, the crown prince of Abu Dhabi and deputy supreme commander of the UAE armed forces.
The row erupted over differences on who should control Aden International airport.
During Thursday’s protest, Yemenis held banners depicting Zoubeidi and reading, "No regions. We all are with the leader Aidarous al-Zoubeidi and the drive for independence.”
In a statement, organizers of Thursday’s event called on Zoubeidi to set up a "national leadership to represent the south" and pledged their allegiance to it.
Supporters of Yemen’s separatist Southern Movement were among the demonstrators.
Aden, Yemen’s second largest city, used to be the capital of the once independent South Yemen before unification in 1990.
Saudi Arabia, backed by its allies such as the UAE, has been leading a brutal military campaign against Yemen since March 2015. The kingdom has also imposed an aerial and naval blockade on its southern neighbor.
Britain and the US have provided huge amounts of arms and military training to the Saudi forces.
The Saudi war, which seeks to reinstate Hadi, has killed over 12,000 Yemenis, according to recent tallies.