There are no reports of injuries in the clashes, which came as the opposition marked the anniversary of the short-lived 1918 Belarus republic crushed by Bolshevik troops.
Opposition leader Alyaksandr Milinkevich told supporters at the rally: "We are the majority. We will win. The authorities will fall under the pressure of their lies."
MORE: Coverage in Belarusian from RFE/RL's Belarus Service.
Dozens of people were arrested during the demonstration today, not including some 34 opposition activists and leaders arrested in the days leading up to the protest.
Lukashenka, branded by the United States as Europe's last dictator, has begun to make overtures to the EU after relations with Russia collapsed this year in a trade row over oil and gas prices.
The opposition has said the government's reaction to today's rally will be an indication of how serious Lukashenka is in his calls to improve strained ties with the West.
The demonstration marks the one year anniversary of when police used force to break up mass protests in Minsk against the elections in which Lukashenka won a third term. The election was deemed neither free nor fair by the international community.
Police Beat Back Marchers
Protests against that election a year ago lasted four days before a wave of arrests of opposition activists stopped the rallies. Western countries imposed sanctions on Lukashenka and other high-level Belarus officials in response.
Protesters in today's demonstration shouted "Long Live Belarus!" as they made their way toward the city center. Opposition leader Alyaksandr Milinkevich led the demonstrators in chants of "We want freedom! and "Belarus will join the European Union!" Many carried blue EU or the white-red-white Belarusian flags.
Police, who at times beat back individuals in the crowd, redirected the march toward the Academy of Sciences, where Milinkevich addressed the crowd. Milinkevich, who along with his wife was among those police hit with their truncheons, was joined by members of the European Parliament.
In Germany, Chancellor Angela Merkel marked the 50-year anniversary of the creation of the European Union with words for the people of Belarus. Merkel spoke of her feelings as the Berlin Wall came down in 1989 saying it was a "defining moment for me: I realized that nothing ever has to stay the way it is."
She called that event a "source of immense hope for those in Europe who still endure oppression -- like the people of Belarus." Merkel said the thoughts of the European Union are with the people in Belarus today.
Meanwhile, European Commission President Jose Manuel Barroso said in Berlin that the European Union is ready to form "a full partnership" with Belarus and boost financial aid to the republic if it adopts democratic reforms.
The statement came on the EU's 50th anniversary of the founding of the bloc.
Belarusian authorities have, as usual, blocked access to websites belonging to opposition media or carrying material about today's opposition rally, including the website of RFE/RL's Belarus Service.
(with material from AFP, AP, Reuters)