Witnesses said about three dozen students burnt tyres in Kathmandu and threw rocks at police in front of a college campus near the royal palace on Monday as they demonstrated against the king's rule.
Kamal Basnet, one activist, said: "This is for the restoration of democracy. We don't want an autocratic monarchy."
Nepal's seven main political parties have called a four-day nationwide general strike from Thursday, to be followed by a series of protests on April 8, in an attempt to pressure Gyanendra to restore democracy.
The government has vowed to halt the protests, saying that Maoist rebels could infiltrate rallies and create unrest.
Demonstrations have become an almost daily affair in Nepal's capital, with hundreds and sometimes thousands of people chanting slogans against the king.
Gyanendra says he took power in February 2005 after political parties failed to quell a Maoist revolt in which more than 13,000 people have been killed since 1996.