Call for justice
The clashes were sparked near Zocalo square when police tried to arrest protesters who had painted graffiti on a city building wall, a witness said.
The demonstrators were marking the anniversary of a massacre in Tlatelolco, when Mexican security forces opened fire on an 8,000-strong political protest.
Between 44 and 300 pro-democracy activists are believed to have died in the police attack.
The Mexican police covered up evidence of the atrocities, which came 10 days before the 1968 summer Olympic games.
"I'm here to denounce the most despicable act committed in Mexico," Aarceli Bernal, a 26-year-old student, said.
Protesters in Tlatelolco drew chalk figures on the ground covered with blood stains to remember those killed by the security forces.
Newspaper cuttings of the massacre, showing soldiers standing ready to fire, were plastered on a candle-laden altar in one corner of the square.
Forty years after the attack in Tlatelolco, the full details of the massacre remain mired in mystery. No individuals have been prosecuted for their role in the killings.
Many protesters on Thursday, demanded that those responsible for the 1968 massacre be punished, while others lambasted the current government for its apparent failure to investigate the killings.
Amnesty International on Thursday appealed to Felipe Calderon, Mexico’s president, to finally establish the truth about the massacre.
The latest demonstration nearly two months after hundreds of thousands of people held a series of demonstrations in Mexico City to criticise the police, who they deem as corrupt.