"This is a betrayal of present and future generations... Germany is one of the biggest polluters in the world and needs to be held accountable," Thunberg said on a podium at the protest.
"The coal that is in the ground here will not lower prices immediately. Anyone who thinks like that is simply out of touch with reality," she said.
Around 10,000 protesters participated in the demonstration, according to a police estimate. Protest organizers put the number of participants at 35,000.
In nearby Keyenberg, thousands also protested against plans by energy company RWE to mine the site for coal.
What do we know about the clearance of Lützerath?
Police said most of the western German village has been cleared of activists "above ground," a spokesperson said on Saturday morning. But several are still occupying 15 structures, both underground and in treehouses.
Some 470 people have been removed from the site, with 320 having done so voluntarily, according to the police.
As part of the deal, RWE was allowed to expand its vast Garzweiler II open-cast mine into Lützerath, which would unearth some 280 million tons of coal.
Thunberg blasts German green party
Swedish climate activist Greta Thunberg arrived in Germany on Friday and joined activists on the site. She criticized the Green Party for its support of Lützerath's demolition.
The Green Party is part of the German federal governing coalition, along with the Social Democrats and the Free Democrats, but it is also in a coalition on the state level in North-Rhine Westphalia, the state where Lützerath is located.
Greens member and German Economy Minister Robert Habeck defended the village's demolition, arguing that the coal underneath is needed to maintain energy security in the current crisis brought on by the Russian war in Ukraine.
Making deals with fossil fuel corporations like RWE "show where their priorities are," Thunberg told dpa in an interview.
"The coal that is in the ground here will not lower prices immediately. Anyone who thinks like that is simply out of touch with reality," Thunberg said in response.