Malaysian police fired water cannon and tear gas as some of the thousands of protesters tried to break through barriers in the very part of Kuala Lumpur from which they'd been banned.
Some of the demonstrators responded by hurling bottles and other missiles at officers.
At least 25, 000 protesters turned out for the march to demand electoral reforms.
Some media websites suggested the number was double that.
The clashes erupted soon after organisers said the protest had been a success and asked people to go home.
Some demonstrators said police hadn't given enough warning when they ordered the crowd to disperse.
The clouds of tear gas drove some to seek refuge in a stairwell, suffering the effects but still defiant.
SOUNDBITE: UNIDENTIFIED PROTESTER SAYING (English):
"(This is) such a bitch government."
Some protesters said they were deliberately fired on.
SOUNDBITE: UNIDENTIFIED PROTESTER SAYING (English):
"They fired a shot at us and instead of saying sorry, we know it was accidental shot, they shot some more. Okay, we (were) about to talk, make peace, negotiate, and they shot at us."
The clashes are risky for Malaysia's Prime Minister Najib Razak.
An election is looming within months.
If the violence is seen as unjustified there's a danger middle class voters could be alienated.
That in turn could hand the advantage to the opposition shortly before what's shaping up to be the closest vote in Malaysia's history.
Paul Chapman, Reuters