Thousands of teachers and students took part in the demonstrations, an unspecified number of whom torched the building, which at the time had no workers inside, an AFP reporter said.
Mexican authorities have searched in vain for any trace of the college students who disappeared on September 26 in this town of some 140,000 inhabitants.
Authorities said Iguala's corrupt police force is implicated in disappearance of the students, and believe they handed the students over to officers in the neighboring town of Cocula.
Officials said that, in addition to the missing students, six people died and 25 were wounded that night.
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Investigators are analyzing the contents of three mass graves found near Iguala after declaring that 28 bodies in one pit did not belong to the students.
A total of 36 municipal officers in Iguala have been arrested in the case, along with 17 Guerreros Unidos members and their boss.
Mexico's government this week announced a $110,000 reward for information in the disappearance of the students.