More than 200 supporters, mostly youths, of the main opposition party, the Movement for Democratic Change (MDC), took to the streets on Wednesday.
Many protesters were reported to have been injured, but police spokeswoman Charity Charamba said she had no information on that.
Riot police blocked streets around the MDC headquarters and used water cannon against some youths in downtown Harare.
Some protesters threw back tear gas canisters, as well as rocks, towards the police, who fired more tear gas outside the MDC offices.
The demonstrators had marched through the streets of the capital denouncing the police for beating up protesters and called on President Robert Mugabe to step down, accusing him of running a dictatorship.
The rally came two days before a planned march by all opposition parties to try to force Mugabe to implement electoral reforms before a general election in 2018.
“We have been seeing a deliberate attempt by the police to intimidate, harass and silence the people of Zimbabwe,” Lovemore Chinoputsa, the MDC Youth Assembly secretary-general, said during the march.
Chinoputsa said police had refused to sanction the march, saying that it would degenerate into violence.
Over the past few months, Zimbabwean police have crushed demonstrations against high unemployment, acute cash shortages and corruption.
The police routinely deny charges of brutality and instead accuse the opposition of using “hooligans” during protests to attack officers.
A trauma clinic in Harare last month compiled a list of cases of people who had been caught up in a police crackdown during anti-government protests.
The MDC’s leader Morgan Tsvangirai and former vice president, Joice Mujuru, are expected to lead Friday’s march.