The march on Saturday, the second in two days, was led by Afghan women in Kabul who were demanding that their rights to attend school, work, and be involved in government are respected.
One protester said they fired tear gas, while another witness recalled that Tasers were also used.
As the women marched up to the presidential palace, a dozen Taliban special forces ran into the crowd and fired shots into the air.
A demonstrator who gave her name as Soraya told Reuters that the Taliban “hit women on the head with a gun magazine” and “the women became bloody”.
Women-led Afghan media organisation Rukhshana Media said one protester, Narges Sadat, whose head was bleeding was “wounded in the head as a result of violence by Taliban fighters”.
Several Taliban officials also waded into the crowd of protesters to ask what the women were demanding and Sudaba Kabiri, a 24-year-old university student, told one that they wanted their rights as stipulated in Islam.
The Taliban has promised that women will have their rights honoured, but protesters still fear that any progress made over the last 20 years will be lost.
Young women said that they were protesting despite their families’ concerns for their safety, with some having snuck out of their homes to take part.
Farhat Popalzai, another 24-year-old university student, said she wanted to represent Afghanistan’s voiceless women: “They think this is a man’s country but it is not, it is a woman’s country too.”
Demonstrators also laid a wreath outside Afghanistan’s Defence Ministry to honour Afghan soldiers who died fighting the Taliban.
On the same day, Pakistan’s intelligence chief General Faiz Hameed paid a visit to Kabul, which came as the Taliban was expected to announce the formation of its new unelected government.
But the announcement has been postponed until next week, Taliban spokesperson Zabiullah Mujahid said.