AP reported that police arrested two protesters who were trying to burn a Chinese flag at the rally.
International pressure has mounted on Beijing as accounts leak of an alleged mass crackdown on Uyghurs and other mostly Muslim minorities in Xinjiang.
Hong Kong has been rattled by months of protests by citizens fearing the encroachment of central Chinese authority and demanding greater democracy in their specially administered region.
Some of the Hong Kong demonstrators have found common cause with persecuted Uyghurs, sometimes waving the blue-and-white flag of an independence movement in Xinjiang.
Chinese officials have insisted that they are holding no political prisoners and that the so-called internment camps — which remain shrouded in secrecy — are providing professional training and are part of an effort to deter extremism.