The anti-government demonstrators were marching from several nearby villages to the capital when they were confronted by regime forces, Al Alam reported Sunday.
A number of demonstrators were detained and several sustained injuries in the attack.
The protest rally was called by a coalition of Bahraini opposition.
The demonstrators chanted slogans against the Al Khalifa regime, calling for its downfall.
Bahrain is in the midst of a revolution that began in mid-February 2011.
The Manama regime promptly launched a brutal crackdown on the peaceful protests and called in Saudi-led Arab forces from neighboring states.
Dozens of people have been killed in the crackdown, and the security forces have arrested hundreds, including doctors and nurses.
A report published by the Bahrain Independent Commission of Inquiry in November 2011 found that the Al Khalifa regime had used excessive force in the crackdown and accused Manama of torturing political activists, politicians, and protesters.
Bahrainis say they will continue holding demonstrations until their demand for the establishment of a democratically elected government is met.