Brexit Party MEPs turned their backs during the EU's Ode To Joy anthem, while Lib Dem MEPs wore yellow "Stop Brexit" T-shirts on the first day of European Parliament.
Brexit Party leader Nigel Farage said his 29 MEPs were "cheerfully defiant" and made their "presence felt".
But European Parliament President Antonio Tajani said: "You stand for the anthem of another country."
Lib Dem Antony Hook said their 16 pro-EU MEPs made "a clear visual point".
BBC Brussels reporter Adam Fleming said he did not think any action would be taken against Brexit Party MEPs as he did not think there had been any breach of parliamentary rules.
UKIP's MEPs - then led by Mr Farage - performed the same move at the start of the session in 2014.
UK MEPs are back in Strasbourg following May's elections, when the Brexit Party and Lib Dems made gains and the Conservatives and Labour suffered heavy losses.
The UK's elected representatives will only have their European Parliament seats for four months if the country leaves the EU on the current deadline of 31 October.
Brexit Party MEP David Bull told BBC Radio 5 Live he and his colleagues turned their backs did so because it was a "federal anthem" and not a "national anthem".
"We were not turning our backs on our European friends and colleagues, we do not believe in a federal European state and an anthem is as symbol of that," he said.
"If it had been a national anthem we would have respected it. No-one in Europe has voted to have an anthem."
When asked by Emma Barnett whether he would be collecting a European Parliament pay cheque Dr Bull said: "I have submitted my bank details because we are working."
A number of MPs criticised the move on Twitter. Labour's Lilian Greenwood called the stunt "childish, disrespectful and damaging to our country's interests". Her colleague Luciana Berger called it "beyond pathetic".
Others in the parliament refused to stand at all as the EU's anthem - composed by Ludwig van Beethoven in 1824 - was played by a jazz ensemble.
On the other side of the political divide, Lib Dem MEPs wore yellow "Stop Brexit" and "bollocks to Brexit" t-shirts.
European Parliament's Brexit co-ordinator Guy Verhofstadt tweeted in support of the pro-EU MEPs.
Tuesday marked the opening of the new five-year session of the parliament.