Protesters gathered at Frank Ogawa Plaza at around 9 p.m. and headed to the BART station in East Oakland.
When protesters arrived at the Fruitvale BART station, police lined up outside the station's gates and refused to allow protesters to enter.
As protesters walked back towards downtown, they ran from police following the march, according to protesters streaming the event over the Internet.
The BART station was the scene of the fatal police shooting of Oscar Grant III in 2009, which prompted a series of often-violent protests in 2009 and 2010.
Grant has become a symbol for Occupy Oakland protesters, who have unofficially renamed Frank Ogawa Plaza, "Oscar Grant Plaza."
The officer who shot Grant, Johannes Mehserle, was convicted of involuntary manslaughter and served two years in prison.
Oakland police have been criticized this week after shooting Grant's cousin, Tony Jones, in the back after he ran from a traffic stop last Sunday.
Police said that Jones was armed with a gun. Jones's attorney has disputed that.