Police fired tear gas at demonstrators and made several arrests following unrest in the centre of the New Mexico city, according to local media reports.
It comes after a video emerged of police shooting dead a homeless man named as James Boyd.
It was filmed by the police using cameras and posted online following a public information request.
Meanwhile Albuquerque police said their website had been temporarily brought down on Sunday because of a cyber-attack.
The hacking collective Anonymous had warned of retaliation over the James Boyd shooting.
The man was killed in the foothills of the Sandia Mountains on the east side of Albuquerque following a stand-off.
Last week, Albuquerque police fatally shot another man, identified as Alfred Redwine, at a housing estate.
The department has been involved in 37 shootings, 24 of them fatal, since 2010, according to the Albuquerque Journal.
Critics say it is far too many for a department serving a city of about 555,000.
Hundreds of protesters took to the streets on Sunday afternoon and demonstrations the continued into the early evening, according to the Associated Press.
Mayor Richard Berry was quoted by the Albuquerque Journal saying stones were thrown at officers.
The US Justice Department has been investigating the Albuquerque Police Department for more than a year, looking into complaints of civil rights violations and allegations of excessive use of force.
The FBI has opened an investigation into the shooting of James Boyd on March 16.
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