One person was wounded by a rubber bullet and four others affected by tear gas were taken to the town's hospital, an official there said, adding that none of them was in a serious condition.
The security forces began firing into the air when the protesters, who were demanding the resignation of the Islamist-led government, tried to force their way into the provincial government headquarters.
They broke through the entrance to the compound, the journalist said, but when the warning shots and tear gas were fired, the panicked crowd scattered.
Demonstrators had been chanting anti-government slogans such as "The people want the regime to fall!" accusing the ruling elite of "hypocrisy" and demanding the right to work.
Several opposition groups took part in the protest, including the Republican Party, the Tunisian Workers Party and Al-Watan, as well as political independents.
"The people's demands for an improvement in their quality of life are becoming more and more insistent, but unfortunately the government is not there to serve the people," Mohammed Ghadri, a member of the Republican Party, told AFP.
A similar incident took place at the end of June, when protesters angered over their living conditions attacked the same building, hurling rocks and burning tyres, with police firing tear gas to disperse them.
Some demonstrators also broke down the door and sacked offices of the ruling Islamist party Ennahda.
Sidi Bouzid is where the uprising began that eventually toppled former dictator Zine El Abidine Ben Ali and touched off the Arab Spring, when a street vendor immolated himself in December 2010 in protest over his own precarious livelihood.
Poor living conditions, including high youth unemployment, were a driving factor behind the revolution.
Despite signs of an economic recovery this year, many people remain frustrated by the government's failure to improve their social circumstances, which has raised tensions and often led to strikes and confrontations with the police.