Protesters marched in an area popular with mainland Chinese tourists, in a bid to explain their concerns over a controversial extradition bill.
Hong Kong enjoys rights and freedoms not seen on mainland China, including free speech and the right to protest.
Later on Sunday riot police charged a group of protesters with batons.
Police had warned the group to disperse. Demonstrators were seen using umbrellas to defend themselves from the charge.
Footage from the scene showed police detaining several protesters.
The territory has seen multiple protests during the past month over a controversial extradition bill proposed by the government.
The government said the bill would plug legal "loopholes" that prevented it from extraditing criminals to certain countries - but critics said those in Hong Kong would be exposed to China's deeply flawed justice system.
The bill was suspended after a number of large protests - however demonstrators are calling for it to be scrapped completely, and demanding an investigating into alleged police brutality.
Hong Kong, a former British colony, is part of China but run under a "one country, two systems" arrangement that guarantees it a level of autonomy. It has its own judiciary, and a separate legal system, compared to mainland China.