Wade, 80, is seeking re-election and remains favourite to retain power at next month's polls.
But hundreds of protesters chanted "Wade go! Wade go!" before they were dispersed by police.
Dozens of demonstrators scattered through the shabby backstreets of Dakar's poor Medina neighbourhood pursued by riot police, as clouds of tear gas drifted through the air.
Wade, himself a former opposition leader, has been strongly criticised by his opponents for jailing political rivals and repeatedly postponing legislative elections, amid concerns that his coalition could lose its majority.