Demonstrators threw firebombs and stones at police who fired back tear gas moments before the start of the protest.
A few thousand people are participating in the demonstration, the latest in a series of protests held in the past seven days since the boy's death.
The killing of 15-year-old Alexis Grigoropoulos sparked a wave of anger that led to attacks on police targets and property earlier this week.
The violence has shaken the conservative government of Prime Minister Costas Karamanlis, which was already under pressure over corruption scandals and unpopular reforms.
