Police used water cannon, tear gas and truncheons, reportedly removing masks from demonstrators they arrested, and a number of people were injured.
Tens of thousands of protesters had turned out in the rain, spurred to act by a ban on wearing masks at rallies.
The controversial ban was upheld by the High Court on Sunday.
It was introduced by chief executive Carrie Lam who invoked powers dating back to colonial rule by the British.
Sunday's protests were fuelled by both the mask ban and the use by police of live bullets against protesters, which left two people injured this week.
A wave of rioting in Friday led city metro services to shut down but they had partially resumed on Sunday.
Demonstrators fear that democratic rights are being eroded in the semi-autonomous territory under Chinese rule.
The protesters' aim was to make clear their utter contempt for the emergency law banning face masks and almost all covered their faces, the BBC's Robin Brant reports from Hong Kong.
Police watched as protesters moved peacefully, chanting "Hong Kong resist" as they walked through the heart of the city, but after a few hours officers moved to end the disruption.