Police in Hong Kong clashed with protesters as they broke up a demonstration by thousands of people demanding the resignation of the semi-autonomous Chinese territory's chief executive and an investigation into complaints of police violence.

The protest, that began at about 3pm local time in the northern district of Sha Tin, was peaceful throughout most of the day, but some scuffles broke out after nightfall, when police with helmets and shields started clearing streets.

Hundreds of protesters, many wearing helmets and surgical masks, retreated into a shopping complex, where some threw umbrellas and water bottles at police.

Police appeared to arrest some people, but reporters at the scene could not see how many.

The violence wound down toward midnight as the remaining protesters left the area.

Police and protesters clash inside a shopping mall in Hong Kong. Credit: AP

The demonstration added to an outpouring of grievances this year against the former British colony's leaders.

Critics complain they are eroding Hong Kong's freedoms and autonomy and are more responsive to the Beijing government than to the territory's people.

The mainland promised Hong Kong a "high degree of autonomy" for 50 years after its 1997 return to China, operating under a "one country, two systems" framework.

Protests began last month in opposition to a proposed extradition law, that would allow suspected criminals to be extradited to mainland China for trial, where the ruling Communist Party controls the system.

On Sunday, protesters demanded an investigation into complaints that officers assaulted demonstrators in earlier protests against the extradition law.

An injured policeman is escorted by his colleagues after a scuffle inside a shopping mall in Sha Tin District. Credit: AP

Some carried signs reading "Police Are Liars", while other signs read "Defend Hong Kong".

"There were a lot of large-scale protests and the government has not responded to them," said one protester, 59-year-old Peggie Cheung.

"The police seem to have become even more violent.

"I didn't think this protest would do much to help, but coming out on the streets felt like a responsibility to me."

The protests reflect mounting complaints that Hong Kong's leaders are eroding the freedoms and autonomy promised when the territory was returned to China in 1997.

Some protesters carried American or colonial-era Hong Kong flags.

The government of Chief Executive Carrie Lam suspended action last month on the extradition bill.

Protests started peacefully, but some scuffles broke out after nightfall. Credit: AP

Ms Lam apologised for her handling of the legislation, but critics are demanding she resign.

"Carrie Lam has been hiding," said Nelson Yip, a man in his forties who joined Sunday's protest.

"She has made many promises, but she has not been able to fulfill them.

"There is no sign she is going to fulfill them."

On Saturday, police used clubs and tear gas to break up a crowd of mostly young protesters who called for tighter control on mainland traders who visit Hong Kong.

Critics say they are improperly undercutting Hong Kong businesses.

Huge crowds gathered inside the shopping mall in the northern district of Sha Tin. Credit: AP

Earlier on Sunday, a group representing Hong Kong journalists marched to Ms Lam's office on Hong Kong island to highlight complaints that police beat and obstructed reporters at earlier demonstrations.

They handed a letter addressed to the territory's police commissioner to an officer.

"It seems that they have deliberately targeted the journalists," said Chris Yeung, chairman of the Hong Kong Journalists Association.