Officials arrested five organizers and banned the three days of protests that were called to mark the 38th anniversary of the banning of political parties, the BBC reported.
One witness said riot police were marching in the streets, chanting, "You will get arrested if you dare."
Mario Masuku, leader of the banned opposition People's United Democratic Movement, was placed under house arrest, his deputy told the BBC.
Organizers said they want the government to resign and be replaced by a transitional authority, as well as seek recognition of political parties and the ability for candidates from all political parties to run for parliament.
The protesters said they don't want to oust King Mswati III, but want a constitutional monarchy instead of an absolute monarchy.
In a constitution monarchy, the title of monarch is mostly ceremonial, without or with very limited political power. In an absolute monarchy, the monarch exercises ultimate governing authority as head of state and government.
The king, who has 14 wives, has been accused of living lavishly in the impoverished country.