Riot police used water cannons laced with blue dye at campaigners about 15 minutes after the peaceful rally ended at 8.30 pm local time in Tamar Park, near the headquarters of the Hong Kong government, reported Efe news.
Some journalists were also sprayed with blue dye.
The police actions sent the crowd attending the 1.5-hour event leaving in a rush.
In the lead-up to the clash, some hardcore demonstrators threw what appeared to be Molotov cocktails in the direction of the government headquarters.
Following the water cannon rounds, hundreds of protesters continued to remain at the scene, with some throwing bricks at a wall of the complex of the government headquarters.
The tension began to build up before the rally started.
The event was to mark the fifth anniversary of the beginning of the so-called Umbrella Movement, also known as Occupy Central, which was a 79-day student-led rally for universal suffrage that China promised Hong Kong following the end of 150 years of British rule in 1997.
At around 6.45 pm local time, as thousands of people were streaming into the park, riot officers raised a red flag and then fired pepper spray at a group of people, reportedly on grounds that they had been shining laser pointers at them.
Laser pointers are frequently used by dissidents in the ongoing anti-government protest movement, sparked by a controversial bill on extradition, as a way to confuse the front line police and counteract facial recognition cameras.
After the first round of pepper spray, some activists started to kick water barriers in front of the riot police, who then fired a few more rounds.
The confrontation did not deter demonstrators from going to the legal rally, organised by the Civil Human Rights Front, which was behind three mass demonstrations that attracted millions of participants over the past three months.
( With inputs from IANS )