The largely peaceful protest was marred by the detention of at least 27 people after clashes between pro-Israeli and pro-Palestinian demonstrators.
Shop windows in the city centre were shattered and police repeatedly used teargas to break up groups of activists.
The violence started when about 1,000 pro-Palestinian supporters showed up at a rally sponsored by Norway's largest opposition party in support of Israel.
Television pictures showed them burning Israeli flags and throwing projectiles at police.
"This has nothing to do with the situation in Gaza," Johan Fredriksen, chief of staff of the Oslo police, told the website of the Aftenposten newspaper.
"These people came to the protest with knives, bats and Molotov cocktails," he said, speaking about the pro-Palestinian side.
Demonstrations were also held in Venezuela, Tehran, Khartoum and Sarajevo.
|Protesters in Venezuela protesting against Israeli attacks [AFP]
In an address to thousands in Tehran, Ayatollah Ali Khamenei, Iran's supreme leader, criticised some Muslim majority states for not supporting the Palestinians.
Thousands also gathered in the Sudanese capital Khartoum to express their solidarity with Gaza, some brandishing models of rockets.
Several hundred people gathered in freezing conditions in front of the US embassy in Sarajevo and called for Washington to use its influence to stop Israeli attacks on Gaza.
In Venezuela, protesters condemning Israel sprayed graffiti and hurled shoes at the country's embassy, backing the decision by Hugo Chavez, Venezuela's president, to expel the Israeli ambassador.
About 1,000 demonstrators waved Palestinian flags and chanted "Gaza, hold on! The world is rising up!"
The protest came two days after Chavez ordered Shlomo Cohen to leave in protest over the war and Israel says it is considering expelling Venezuelan diplomats in response.