Demonstrations are uncommon in China, with the government deploying massive resources to prevent "social unrest" and challenges to its authority, although the growing use of social media has enabled citizens to better organise.
The hours-long protest centred on a 22-year-old employee at a wholesale clothing centre who was seen entering the building last Thursday, and early the next morning fell to her death.
The protesters questioned the police account that she committed suicide, suggesting that she would not have jumped.
A person at the scene today afternoon put the crowd at over 1,000, the prominent dissident Hu Jia, who had spoken with the eyewitness, told AFP. A taxi driver told AFP that the area had been lined with police.
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Photos on Weibo, which could not be independently verified, showed crowds outside the centre, some of them holding signs.
Beijing police said on Weibo that the woman had "jumped to her death". They added that she had entered the building alone and that her body had not borne any abnormal signs.
But Internet users questioned this account, claiming that security guards had been seen with her that night and speculating that they might have harmed her.
One person wrote on the popular online forum Tieku that the police "could not give a reasonable explanation for what the victim was doing in the 10 hours before her death".
"None of her friends believe such a hopeful and strong person would kill herself... Hopefully with all this public attention the truth will be exposed," the post said.