Israel's Channel 10 reported that the clashes broke out after the protesters tried to enter Rabin Square in Tel Aviv's city centre.
The channel said police arrested several demonstrators after clashes broke out between the two parties during which police used electric batons while protesters threw empty bottles and stones.
The protesters held banners demanding justice and accountability from those who commit violence against them after the judicial probe into a case where a policeman beat up an Ethiopian-Israeli soldier was closed without prosecution.
In an earlier statement, Israeli President Reuven Rivlin acknowledged that Ethiopian Jews had not been embraced by society.
Ethiopian Jews accuse Israeli institutions and the police of discriminating against them.