Iranian police have been maintaining their street presence to deter protests
Iranian police have fired tear gas at hundreds of demonstrators who defied government warnings that any fresh attempt at protests would be "smashed".
The marchers were heading towards Tehran University to commemorate the 10th anniversary of student unrest.
All gatherings have been banned in a crackdown on mass protests that erupted after the disputed election of 12 June.
The BBC's Jon Leyne says the opposition is trying to put momentum back into the campaign against the vote result.
Our correspondent says there were also a number of smaller demonstrations in major provincial cities.
12 June Presidential election saw incumbent Mahmoud Ahmadinejad re-elected with 63% of vote
Main challenger Mir Hossein Mousavi called for result to be annulled, alleging poll fraud
Mass street protests saw at least 17 people killed and foreign media restricted
They were organised to mark the anniversary of protests in 1999 between pro-reform activists and the loyalist Basij militia.
Small student-led groups have commemorated the event every year since then.
Between 200-300 protesters in Tehran chanted "Death to the dictator".
Witnesses told AFP news agency protesters set fire to roadside bins and the windows in a state-owned bank were broken.
A number of arrests were made and police reportedly noted the licence plates of vehicles whose drivers sounded their horns in protest.
A witness told Reuters news agency the marchers had also shouted in favour of defeated presidential candidate Mir Hossein Mousavi, who says last month's vote was rigged.
But the numbers of people involved appear to have been a fraction of the hundreds of thousands who took to the streets last month.
Hardline incumbent Mahmoud Ahmadinejad was declared the winner of the presidential election by a landslide.
Plans for the rally had circulated for days on social media and opposition websites.
There has not been a major protest for nearly two weeks and Tehran Governor Morteza Tamaddon warned earlier no more would be tolerated.
He said: "If some individuals plan to carry out any anti-security actions by listening to (protest) calls, they will be smashed under the feet of our aware people," reported state news agency Irna.
According to AP news agency in Iran, mobile phone text messaging services were down for a third day on Thursday.
A similar cut-off took place after the election, in a move thought to have been aimed at thwarting protest organisers.
In a separate development, another member of Nobel Peace Prize winner Shirin Ebadi's rights group was reportedly arrested in Tehran on Wednesday.
Mohammad Ali Dadkhah is said to have provided legal representation for some of the hundreds of people detained since the election.
Abdolfatah Soltani, also a lawyer and member of Ms Ebadi's Human Rights Defenders' Centre, was detained last month.