The protesters demanded the release of four of their leaders who have been detained and await trial for defaming the monarchy.
Followers of Thailand's recently revived student-led pro-democracy movement clashed with police on Saturday night.
At the protest they had demanded the release of four of their leaders who were detained on Tuesday and now face trial.
The four have been charged with offending the monarchy which carries a punishment of three to 15 years in prison. They were also charged with sedition.
The protest movement campaigned last year for Prime Minister Prayuth Chan-ocha and his government to step down, the constitution to be amended to make it more democratic and the monarchy to be reformed to make it more accountable.
The demand about the monarchy is the most controversial, because the institution has been widely considered an untouchable, bedrock element of Thai nationalism.
Police deputy spokesperson Krissana Pattanacharoen said more than 20 police were injured and seven or eight protesters detained.
There was no information on the number of protesters hurt when they tried to breach heavily defended police lines.
The protest began in the late afternoon at a traditional venue for demonstrations, Bangkok's Democracy Monument, where participants were urged to write their wishes for Thailand's future on a big red cloth that was wrapped around the structure as those present sang the national anthem.
Attapol Buapat, one of the protest leaders, said that if their friends were not freed from jail within seven days, protesters from around the country would head to Bangkok to join a big rally next Saturday.