Three injuries were reported, two of them involving police officers who scuffled with the demonstrators, ThinkSpain said.
Madrid authorities said they would not allow a repeat of last year's month-long encampment in Puerta del Sol by Spain's "Occupy" movement.
More than 2,000 protesters gathered in Puerta del Sol Monday evening but just a few hundred ignored the 10 p.m. curfew and stayed behind, police said.
It was the third time police cleared the square in as many days.
More demonstrations were planned later Tuesday.