Earlier, police arrested a leading opposition figure as she headed to the rally.
Lyubov Sobol, who is one of the aspirants rejected from the ballot, was detained in central Moscow and taken away in a police van, Presstv Reported.
In Trubnaya Square, police arrested tens of people who had gathered.
Phalanxes of helmeted riot police linked arms and swept people away.
In Pushkin Square, a gathering point where a protest march was to begin, police waded into a scattered crowd standing in sporadic rain and detained dozens.
The rally attempt comes a week after police detained nearly 1,400 protesters, beating some of them with truncheons.
Despite repeated warnings that police would take active measures against the protest on Saturday, activists aim to hold a march for about four kilometers (2.5 miles) along the Boulevard Ring that circles central Moscow and is a popular area to stroll.