The latest clashes broke out after police fired teargas at members of the Islamic Movement in Nigeria (IMN) and activists from several other civil society groups in Wuse Market area of Abuja at midday on Tuesday.
Media reports said scores of protesters were also detained by armed police wearing bulletproof vests and gas masks during the clashes.
"We’ve come under serious attack today," said Deji Adeyanju of Concerned Nigerians, a civil society group involved in the demonstration.
"The more they attack the more (we) come out," Deji said, adding, "We want to defy tyranny and a dictatorship."
Police also used live ammunition as they forcefully dispersed angry protesters in Abuja on Monday. Organizers said at least one demonstrator had been killed and several others injured.
According to local media, at least 115 protesters were also detained by Nigerian security forces at the massive protest rally.
The protests, which started from the Unity Fountain, created tension in the capital city as the protesters marched in large numbers, chanting slogans and calling for the release of Sheikh Ibrahim Zakzaky.
Sheikh Zakzaky has been detained without trial for over two years. The IMN says Zakzaky must be freed after a court ruled his detention without charge is illegal.
The top Shia cleric lost eyesight in his left eye during the raid, which was carried out by the Nigerian army on his residence in the northern town of Zaria in December 2015.
During the raid, Sheikh Zakzaky’s wife sustained serious wounds too and more than 300 of his followers and three of his sons were killed. The cleric, his wife, and a large number of his followers have since been in custody.