Tunisia protests: Clashes near government compound
Some of the protesters had apparently tried to breach barricades, and riot police responded by firing tear gas.
Many of the protesters have been camping out near the prime minister's offices demanding all politicians with links to the old regime step down.
The former president was forced into exile earlier this month.
A countrywide uprising sparked by concerns over the economy and corruption ousted long-term leader Zine al-Abidine Ben Ali, who fled to Saudi Arabia on 14 January.
Prime Minister Mohammed Ghannouchi, who has been in his post since 1999, formed an interim national unity government and promised elections.
But hundreds of protesters have been camped near his residence demanding all of Mr Ben Ali's former allies - including Mr Ghannouchi - leave the government.
Witnesses said hundreds of protesters - mainly young men and teenagers - gathered and chanted "down with the government" at Wednesday's rally.
Many of them began throwing stones at police during the rally, and the police then tried to disperse them with tear gas; Kazinform cites BBC News.