Police intervened after hundreds of demonstrators held a minute of silence on Saturday night in Istiklal Street in the center of the European side of the city for Tahir Elci, a campaigner for Kurdish rights who was shot down in Diyarbakir province earlier in the day.
"We are all Tahir Elci," the protesters shouted, according to an AFP reporter at the scene.
"You can't kill us all," they said. "The murderer state has to give an account."
Elci, the head of Diyarbakir Bar Association, had been detained in October for alleged "terrorist propaganda".
He died after a street shootout involving the police while giving a press statement in the Sur district of Diyarbakir, the biggest city in Turkish Kurdish-majority southeast.
Police also clashed with protesters in Diyarbakir, an AFP photographer said, and there were also protests in the capital Ankara and western port city of Izmir, according to Turkish media.
Prime Minister Ahmet Davutoglu said Elci had either died as a result of a "planned assassination" or may have been caught up in a crossfire and vowed to track down the attackers.
Turkey's southeast has been hit by the worst violence in years after a two-year old ceasefire between the Turkish government and the outlawed Kurdistan Workers' Party (PKK) militants collapsed in July.