The rally was marked by anger over a ruling from the leftist government banning opposition leader Henrique Capriles from office for 15 years. Around 4,000 people attended the demonstration yesterday.
Capriles narrowly lost the 2013 presidential election that brought Maduro to power following the death of his mentor Hugo Chavez -- father of Venezuela's "socialist revolution."
The government move, which the 44-year-old Capriles announced on Friday, effectively prevents him from running against Maduro in next year's general election.
The district -- seat of many government offices -- is a pro-Maduro bastion, and the president's supporters were holding a "cultural, sporting and recreational rally" there.
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National Guard police fired tear gas and rubber bullets to force protesters back.
"They met us with gas and rubber bullets. They insist on siding with the dictatorship but we are going to keep moving forward," said opposition lawmaker Juan Andres Mejia.
Masked demonstrators threw rocks and Molotov cocktails at police, said AFP reporters on scene. At least two police officers were hit by the flaming bottles.
According to Capriles the building where he carries out his political activities was "attacked with bombs" shortly after the demonstration.
"What is the order of Maduro? To kill us? If something happens you know who is responsible and what must be done!" he wrote on Twitter.
Capriles was also one of the leaders of mass demonstrations against Maduro earlier this week that led to clashes with police. One protester died.
"This thing that they just did to Capriles is the product of tyranny," said Adel Rincones, 61, who clutched a sign that read "Venezuela is wounded in the heart with hunger, misery, corruption, dictatorship."
"People are tired of so much corruption, hunger and poverty," said Vanessa Garcia, 37, an optometry student.
Protests also erupted in several other cities, including unrest-prone San Cristobal in the west, where masked gunmen reportedly set off explosions, causing demonstrators to flee.
State comptroller Manuel Galindo imposed the ban on Capriles due to alleged "administrative irregularities" in his post as governor of the northern state of Miranda.
Capriles said that he would appeal the decision and stay in his job as governor, which he has held since 2008.
Venezuela's political crisis intensified last week when the Supreme Court issued rulings curbing the powers of the opposition-controlled legislature.
It drew international criticism for last week's rulings, which seized the assembly's powers and revoked lawmakers' immunity from prosecution.
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