Azerbaijan's capital city was the scene of a 10,000 people protest on Sunday, with less than three months before the £5.4bn European Games.
Baku will host the international multi-sport event, which starts in late June, against the backdrop of civil unrest over the country's financial problems.
Earlier this year, Azerbaijan's central bank devalued its currency, the manat, 30% against the dollar and euro in response to the drop in oil prices, and this has caused a sharp rise in the cost of living.
The budget of the European Games has come in for heavy scrutiny, with the country's main opposition party stating that the money could be spent elsewhere.
They said that it should be "directed to address the serious social and economic problems, raising the minimum wage and pension, which is only 150 manat".
The European Games will last for 16 days from June 12.