The protesters refused to disperse before a midnight deadline. Police fired smoke bombs at them.
Missouri Governor Jay Nixon has imposed the curfew until 05:00 AM.
The move comes after a week of violent clashes between heavily armed local police and protesters.
Michael Brown, 18, was shot dead on a street in Ferguson on August 9.
Hundreds of protesters gathered on the main road in Ferguson in poor weather conditions hours before the curfew was due to go into force on Saturday evening.
Many left peacefully but others shouted that they would not abide by the curfew.
Police warned the remaining demonstrators that they would be arrested unless they left the area.
They then fired smoke bombs, after which the protesters appeared to leave.
“The curfew is going to make things worse,” protester Phonso Scott, 24, told Reuters news agency.
“I think the cops are going to get violent tonight, but they can’t lock us all up.”
Governor Jay Nixon said that although many protesters were making themselves heard peacefully, he would not allow a handful of looters to endanger the community.
“We must first have and maintain peace. This is a test. The eyes of the world are watching,” Jay Nixon said.
“We cannot allow the ill will of the few to undermine the good will of the many.”
He also said the Department of Justice was bolstering its investigation of the shooting.
Missouri State Highway Patrol Captain Ron Johnson, who is in charge of security in Ferguson, said 40 FBI agents were going door-to-door to gather information about the incident.
Ron Johnson gave a joint news conference with Governor Jay Nixon on Saturday afternoon at a church in Ferguson, where they were repeatedly interrupted by angry locals.
The latest tensions flared on Friday night after Ferguson police chief Thomas Jackson revealed Officer Darren Wilson shot Michael Brown.
Police also released CCTV footage that it said showed Michael Brown stealing a pack of cigars from a convenience store and intimidating its owner shortly before he was killed.
However, Thomas Jackson said Michael Brown was not stopped because of the incident and that the officer who shot him did not know he was a robbery suspect.
Michael Brown’s family said they were “beyond outraged” by the video’s release, criticizing what they said was a police attempt to “justify the execution-style murder”.
Civil rights leader Al Sharpton says a peaceful rally, led by Michael Brown’s family, is planned for Sunday.
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