The demonstrations take place a day after a failed attempt to arrest the deposed president Yoon Suk-Yeol.
Yoon has been hiding in the presidential residence, surrounded by hundreds of loyal security guards who have so far been able to prevent the prosecutors' attempts to arrest him.
Demonstrator Kim Chul-hong, 60, says that an arrest of Yoon could undermine South Korea's security alliance with the US and Japan.
Protecting President Yoon means protecting our country's security against threats from North Korea, he tells AFP.
Members of the Korean Confederation of Trade Unions, South Korea's largest trade union umbrella organization, tried to march to Yoon's residence in protest, but were stopped by police.
The union reports that two of its members have been arrested and that several others were injured in clashes.
Yoon is being investigated due to his declaration of a state of emergency in early December, which plunged South Korea into political chaos. He was stripped of his presidential powers on December 14, after parliament voted to put him on trial.