Hundreds of demonstrators took part in the march against laws prohibiting insult to Thailand's king.
The organizers of the rally called for the crowds to disperse as protesters moved from the Democracy Monument.
Those that remained clashed with police, according to reports, including some who threw paint and homemade explosives at officers.
Protesting the lese-majeste
The recent detention of four activists sparked Saturday's protests.
Authorities remanded the four in custody on charges of insulting the monarchy during last year's anti-government protests.
Those suspected of insulting the monarchy are subject to up to 15 years in prison under Thailand's lese-majeste law. Activists believe that the government has used the law for decades to crack down on political opposition.
Led by former military junta leader Prayuth Chan-ocha, the Thai government denies the protester's accusations.
Since November, Thailand has charged more than 58 people with lese-majeste, according to rights group Thai Lawyers for Human Rights