Brexit Party MEPs turned their backs during the EU's anthem, while Lib Dem MEPs wore yellow "Stop Brexit" T-shirts as the European Parliament returned.
Brexit Party leader Nigel Farage said his 29 MEPs were "cheerfully defiant".
He accused European Parliament President Antonio Tajani of "taunting" his MEPs by insisting they should "stand for the anthem of another country".
Some criticised the stunt on Twitter using the hashtag #notinmyname.
But one of the party's MEPs, Ann Widdecombe, said they had received "volumes of support" from others.
She told BBC News: "What we did was symbolic. We didn't make a noise, we didn't disrupt anything… we just turned around to say 'we reject this.'"
'No rules broken'
Mr Farage said his MEPs made their "presence felt" and while they always planned to turn their backs, they were particularly enraged by Mr Tajani's remarks.
"I think when Tajani talked about the fact the European Union is now a country that was it for me," he told LBC radio.
BBC Brussels reporter Adam Fleming said he did not think any action would be taken against the 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.
Another 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".
"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 a 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 Mr Bull said: "I have submitted my bank details because we are working."
After the stunt, #notinmyname began trending on Twitter.
Unite assistant general secretary Steve Turner said the move was "embarrassingly pathetic".
Labour Party member Maria Carroll tweeted that it was disrespectful, saying: "Build Bridges not borders."
Imagine what the Brexit party would say if elected politicians turned their backs on the British national anthem.— Maria Carroll Labour PPC Carmarthen East (@Maria4CarmsEast) July 2, 2019
Such disrespect of other nations is #NotInMyName isolation is not splendid nor is nationalism its extreme. Build Bridges not borders. https://t.co/K5VCtycoKt
And actor Richard Armitage questioned the message it sent to other countries. The Lib Dems' stunt was "equally unacceptable", he said, adding they should "just do the job".
Imagine how these politicians would govern internally. Imagine the message this sends to every future global trading and diplomatic relationship. #notinmyname— Richard Armitage (@RCArmitage) July 2, 2019
Other MEPs refused to stand at all as the EU's anthem - composed by Ludwig van Beethoven in 1824 - was played by a jazz ensemble.
Meanwhile, on the other side of the political divide, Lib Dem MEPs wore yellow "Stop Brexit" and "bollocks to Brexit" t-shirts.
Lib Dem Antony Hook said their 16 pro-EU MEPs made "a clear visual point".
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.