Police tried to disperse the demonstrators using tear gas and batons, but about 3,000 protesters defiantly continued their march from Sanaa University toward the city centre, chanting slogans against President Ali Abdullah Saleh, including "Down with the president's thugs!"
The procession gained momentum with hundreds of students and rights activists joining along the way.
The unrest comes as ties between the US and Saleh have been growing recently over rising alarm in Washington about the activities of al-Qaida in the Arabian Peninsula.
The US military has embarked on a plan to deepen its involvement in training Yemen's counterterrorism force to counteract a local affiliate of al-Qaida that has mounted several attacks against the US.
Saleh, who has been in office for more than 30 years, has tried to blunt recent unrest by promising not to seek re-election when his term ends in 2013.
He has been contacting powerful tribal leaders in a bid to enlist their support as he attempts to defuse the protests, according to officials familiar with the president's moves.
They spoke on condition of anonymity because of the sensitivity of the subject.
The officials said Saleh feared that his rule would not withstand the pressure of a tribal decision to join the protesters in seeking his ouster.
For now, said the officials, Saleh was counting on the security forces and armed backers who support his rule in dealing with the protesters.
Today, riot police blocked the main road leading to the city center and clashed with protesters throwing stones. Three protesters were injured and taken to the hospital in ambulances.
About 2,000 government supporters staging a counterdemonstration joined the police in battling the protesters.
"We will not back off, whatever the government thugs do," said Tawakul Karman, a senior member of the opposition Islamic fundamentalist Islah Party, She was briefly arrested last month for leading anti-government protests.
"We will retain the dignity of the people and their rights by downing the regime," she added. Rights activist Fathi Abu al-Nassr called the demonstrations "the people's uprising."