The smoke was used after about 200 protesters refused to leave the roadway just after midnight as police in riot gear slowly moved in.
The St Paul Police Department tweeted that arrests were made, but didn't indicate how many, and said at least five officers suffered non-serious injuries when hit by rocks, firecrackers and bottles thrown by protesters.
Meanwhile, in Louisiana prominent Black Lives Matter activist DeRay Mckesson was one of several people arrested last night during protests in Baton Rouge that called for justice in the wake of the fatal police shooting of 37-year- old Alton Sterling, who was black, by two white police officers.
"I guess I wasn't moving fast enough for him," said Martin, who estimated the officer was six feet away and sprayed without warning. "He just got it out and bam, I saw a cloud. It's burning pretty bad."
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A leader on a loudspeaker urged the group to march to the governor's mansion, where protesters have gathered since the fatal police shooting on Wednesday of Philando Castile in suburban St Paul.
Tyree Johnson, who said he was Castile's cousin, said officers on the highway fired pellets and gas in his direction.
Misty Macon, 20, of St Paul, said the protest was mostly peaceful, even as at least one protester aimed a firework at an officer.
She said she saw about 30 people being peacefully taken away by officers, who said they warned protesters they would be subject to arrest if they didn't disassemble. Police said the interstate reopened early this morning.