The march itself, which was attended by thousands, was peaceful, police said.
Four journalists were injured when protesters threw stones and petrol bombs at police after the march.
The run-up to the 11 September anniversary of the 1973 coup, when Gen Augusto Pinochet overthrew Salvador Allende, is often marked by violence.
In 2012, one police officer died during clashes.
On Sunday, thousands of Chileans marched through the streets of the capital, Santiago, to the memorial to the disappeared.
They were carrying banners with the names and pictures of people who disappeared under Chile's military rule.
According to official figures, 40,000 people were victims of human rights abuses under the dictatorship and more than 3,000 were killed or disappeared.
Police said a small group of hooded protesters threw stones and sticks at police after the march had reached the cemetery where the memorial to the disappeared is located.
Government spokesman Alvaro Elizalde said those who had been involved in the violence would be charged.
"These are serious offenses, which we strongly condemn and which can't go unpunished."
A journalist from Chilevision was hurt when he was hit by a molotov cocktail in the head, another journalist and two cameramen were also injured.
Mr Elizalde stressed that those causing trouble were part of a "very small group".
He said police would be out in force on 11 September, when more marches are planned.
Police and protesters have clashed in Chile's capital following a march to remember those who disappeared under military rule from 1973 to 1990.