At least 70 people were arrested on Sunday during the rally, for the possession of dangerous or prohibited objects or for damaging property, a police spokesman said.
Three police officers and 12 protesters were taken to hospital, but none suffered severe injuries.
Some clashes broke out in the city's European quarter as the march progressed, reported the Belga news agency. Demonstrators threw items at police and vandalised some buildings, prompting authorities to respond with tear gas and water cannon.
Those at the rally lofted German, French and Polish flags, among others. Many opted not to wear protective face masks.
Protesters also held signs showing their opposition to vaccines calling to "protect" children. The demonstration was organised by several European groups, according to Belga news agency.
Video footage of the scene showed smashed windows in the offices of the European Union External Action Service, its main diplomatic body. Police eventually broke up the demonstration.
European foreign policy chief Josep Borrell tweeted a photograph of a broken window and he thanked the police for their work.
"Strongly condemn the senseless destruction and violence at the manifestation in Brussels today," he said.
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