Fabio Quagliarella of Juventus has a shot at goal during the Uefa Champions League match between Chelsea and Juventus. Getty)
Police say they repelled about 50 protesters who gained access to the council building in central Rio via a side door.
The clash came towards the end of an anti-government march on Wednesday night that united about 700 protesters who focused their anger on Rio state governor Sergio Cabral. He has become the focus of demonstrators' anger, who accuse him of corruption and demand his impeachment.
TV images showed protesters scattering outside the building after police used tear gas and pepper spray.
Brazil's biggest protest in 20 years started in June, with demonstrators complaining about poor public services, police violence and government corruption in the face of a heavy tax burden.
Several local governments, including the country's biggest two cities São Paulo and Rio de Janeiro, have agreed to reverse planned increases in the cost of public transportation, which together with the cost of hosting the Confederations Cup and next year's World Cup sparked off the demonstrations.