Several hundred members of an umbrella group for some opposition parties, human rights bodies and trade unions, gathered in central Algiers but were dispersed by police in riot gear.
One opposition leader was injured after being hit by officers, his party said.
A week ago police disrupted a similar rally in Algiers calling for better living conditions and greater freedom.
President Abdelaziz Bouteflika’s government has banned large rallies.
Algeria’s main opposition parties stayed away from Saturday’s planned march – organised by the the National Co-ordination for Change and Democracy.
El Watan newspaper says about 1,000 protesters gathered, shouting slogans such as “Bouteflika out”.
Tahar Besbes, a leader of the Rally for Culture and Democracy (RCD), was attacked by police and hit his head as he fell, the RCD said.
Inspired by the popular uprisings in Tunisia and Egypt, Algerian opposition parties and other groups have been staging rallies.
They say they will march every Saturday until democratic change is introduced.
Algerian Prime Minister Ahmed Ouyahia has said the government will lift a 19-year state of emergency by the end of the month.