City authorities had given the go-ahead for a meeting, but turned down a request for a march.
After the rally, known as Dissenters' March, a group of about 20 people broke through police lines and walked into Moscow's major road, the Garden Ring.
Police detained several demonstrators.
City authorities said fewer than 1,000 people had turned up for the meeting, with about 300 reporters covering the event.
Earlier, Garry Kasparov, a leading figure in the opposition movement The Other Russia, said the Dissenters' March would be held in Moscow November 24 and in St. Petersburg November 25.
The Other Russia organization includes the People's Patriotic Union, led by former premier Mikhail Kasyanov, the banned National Bolshevik Party, headed by Russian writer Eduard Limonov, as well as chess grandmaster Kasparov's United Civil Front.
Human rights advocates in Russia and abroad have criticized the Kremlin for tightening its grip on democracy and human rights ever since Vladimir Putin became president in 2000.
However, polls show that the majority of Russians support the country's leader, citing the stability and economic growth Russia that has enjoyed under his rule.