The police said it arrested Zoran Zaev, also mayor of the south-eastern town of Strumica, along with four others of the same municipality. They are accused of abuse of office in a tender for a local shopping mall.
"This is purely politically-motivated," Radmila Sekerinska, president of the opposition Social Democratic Party, told the parliament before they walked out.
Sekerinska accused the ruling coalition led by Prime Minister Nikola Gruevski of trying to intimidate the opposition and force it into wilderness.
The Social Democrats lost heavily to the ruling VMRO DPMNE party by 27 to 63 seats in Macedonia's 120-seat parliament in the country's general election last month.
