Activists marched to a square on the edge of the city, but were prevented by police from entering.
The Associated Press reported at least 10 protesters were arrested and one beaten by police. But there were also reports that police largely refrained from using physical force.
Police used truncheons to forcibly break up a similar protest in Baku on 26 November.
The political opposition in Azerbaijan has organized frequent public rallies since the country's disputed parliamentary elections on 6 November.
The opposition says the ruling party of President Ilham Aliyev manipulated the vote to win a parliamentary majority, and has called for a new vote.
A photo gallery of the Azerbaijan opposition protests in Baku on November 9, 2005.