Police say they broke up the crowd of about 150 in the suburb of Ferguson after being called to the scene of a disturbance after the curfew started.
A police car reportedly came under fire and a person was hurt in an apparently unrelated shooting in the same area.
Black teenager Michael Brown was shot by a white policeman on 9 August.
The shooting of the 18-year-old as he walked down a street drew allegations of police brutality among people in the mainly black suburb of Ferguson.
A riot erupted on Friday night, with local stores targeted by looters, after police named the officer who shot Mr Brown and also released CCTV from a shop where he apparently stole a pack of cigars and intimidated the owner just before his death.
A five-hour curfew, running from midnight (05:00 GMT), was imposed in response.
US civil rights leader Al Sharpton has said a peaceful rally, led by Michael Brown's family, is planned for later on Sunday.
The teenager's killing caused dismay across the US, with peaceful nationwide vigils held on Thursday night, while images of riot police deployed in an American city suburb have made headlines worldwide.
Seven arrests were made when police moved to break up the protest at a barbecue restaurant.
Patrol Captain Ron Johnson, who was put in charge of bringing calm back to Ferguson, said police had moved in after receiving a report of people breaking into the restaurant and climbing on to the roof.
As police were nearing the restaurant, a man with a handgun went into the street but ran away, AP news agency reports.
Someone also shot at a police car but it was not clear if it had been hit.
In the same area, a person was shot and critically wounded and police were searching for the attacker.
Demonstrators complained that the curfew would make matters worse.
As police prepared to move on the protesters during the night, a chant of "No justice! No curfew!" could be heard from the crowd, followed by "We have the right to assemble peacefully".
Jayson Ross, who was leading the protesters toward the police before tear gas was fired, was quoted as saying by AP: "They got guns. We got guns. We are ready."
Local politician Antonio French, who was with the protesters, tweeted to say: "Too many young men talking about they're ready to die tonight."
Governor Jay Nixon said he would not allow a handful of looters to endanger the community.
"This is a test," he said. "The eyes of the world are watching. We cannot allow the ill will of the few to undermine the good will of the many."
The US justice department is investigating the shooting of Mr Brown, with 40 FBI agents dispatched to Ferguson to gather information.
Ferguson police chief Thomas Jackson revealed on Friday that the officer who shot Mr Brown was Darren Wilson, a six-year police veteran with no previous complaints against him.
Mr Wilson has been on paid administrative leave since the shooting.
Commenting on the CCTV footage that was released, Chief Jackson said that Mr Wilson had not known Mr Brown was a robbery suspect.
The policeman had reportedly stopped the teenager for walking in the street, disrupting traffic.
Mr Brown's family condemned the release of the footage as a police attempt to "justify the execution-style murder".
US police have fired smoke bombs and tear gas to disperse a crowd defying a curfew in St Louis, Missouri, where a shooting has inflamed racial tensions.