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.