Demonstrators said they would not accept a government with no women ministers.
Some women were reportedly beaten before the protests were dispersed.
A news organization said some of its journalists were detained and beaten for covering the rally.
The Taliban, who have not responded to the allegations, warned that such protests were illegal.
They have said protesters needed permission to march, and should not use what they called abusive language.On Tuesday, three people were killed during a demonstration in the western city of Herat.
The EU said the Islamist group had reneged on promises to make their government “inclusive and representative”, while the US also expressed concern that the interim government includes figures linked to attacks on US forces.
In a statement, the US state department said it was concerned by the “affiliations and track records of some of the individuals”.
The anti-Taliban National Resistance Front of Afghanistan (NRF) has urged the international community not to recognize the new government, calling the cabinet “illegal” and “a clear sign of the group’s enmity with the Afghan people”.
The Taliban insist they have now defeated the NRF in the Panjshir Valley north of Kabul, but NRF leaders say they are still fighting. On Tuesday the Taliban announced the first appointments to its interim cabinet, which will be led by Mullah Mohammad Hassan Akhund.