It was the second day of riots by Shia youths in the capital of the Gulf Arab state, a regional banking hub and the headquarters of the US Navy's Fifth Fleet.
Thursday's rioters were from the poor Shia village of Sanabis near a shopping mall where the concert was being held.
Some said they were religious people who could not tolerate such concerts. Riot police stood by, but at one point drove towards the rioters in their jeeps to stop them from advancing.
There were no casualties or reported arrests. Riot police fired tears gas to try and disperse the protesters.
Bahrain, a key US ally, was racked by four years of unrest in the 1990s, mostly by Shias, the majority community in the Sunni-ruled Gulf Arab state, demanding political and economic reforms.
Another protest took place on Wednesday with the majority of Shia protesters . They demanded the scrapping of the amnesty for officials accused of torturing prisoners to death.
Shia youth, many unemployed and poor, have rioted in the past disrupting concerts and attacking hotels that have bars.
Wednesday's march was meant to mark "martyrs day", a reference to the killing of two people by police on 17 December 1994, at the start of a wave of unrest in Bahrain.
An activist group, the National Committee for Martyrs and Torture Victims, says at least 3500 people were tortured while in jail for opposition activity in the past two decades.
No use of force
Bahrain insisted on Thursday none of its officials had said force would be used against Shia rioters if they repeated protests demanding prosecution of officials.
"An official source at the Interior Ministry denies that any ministry official has made such a statement to Reuters about the recent events. What a Reuters correspondent reported from Bahrain quoting an official source as claimed is incorrect and fabricated," a statement said.
Many Bahrainis demonstrated
on 'Martyrs day'
The statement said that people were free to express their opinions but they had to respect the law, and Bahrain would deal with protests in a civilised way.
Earlier, an Interior Ministry official said police would "confront" opposition demonstrators if they took to the streets again.
Police detained seven protesters after a march on Wednesday night in the capital Manama turned violent, with mobs attacking photographers they suspected of being undercover policemen.