Phoenix police say a small number of protesters began throwing rocks and tear gas at the officers, instigating a forceful effort to dispel the crowd before things escalated.
Many protesters argue the police response to the actions of a few seemed sudden.
The police threw flash bang grenades, pepper spray and tear gas, as well as shot pepper balls into parts of the crowd.
Alex Gomez is with the group Living United for Change in Arizona, or LUCHA.
"Towards the end the police, rather than asking people to leave peacefully started deploying tear gas into the crowd where we still had families out," Gomez said. "It was a terrible display of force and aggression [by] the police force."
Police maintain their actions allowed for a successful rally protest, with no major injuries or damage.
Four people were arrested, including an 18-year-old armed man on three counts of aggravated assault on police, disorderly conduct and one count of resisting arrest.
The mayor's office said in a statement the police will conduct a "thorough and transparent" review of the events, and asked to speak with leaders of organizations at the rally, along with the Phoenix police chief, to hear their concerns.
