Some protesters threw bottles and smoke bombs towards police and journalists after a fight between two demonstrators, apparently sparked when one began talking to the media.
Shouts of “journalists, terrorists” could be heard as a line of shield-wielding police formed a barrier at the rally.
The organisers wrote on the “Boys of Italy” Facebook page, popular with neo-fascist and so-called ultra fans, that they were standing “side by side” with people who “no longer know how to put a plate on the table for their children”.
“It is not and will not be a violent protest, nor will it carry a political label,” the group wrote.
Some politicians and anti-fascist organisations had called the rally illegal.
The police arrested eight people, according to Il Messaggero newspaper, and an initial crowd of roughly 2,000 quickly dwindled to a few hundred.
Hardcore fans from big clubs such as Lazio took part, but other fans said they would not be joining. Inter Milan's largest ultra group, for example, said the protest was too political.