The demonstrators set rubbish containers on fire and threw stones at police who were guarding the building, during a rally calling for the resignation of Nikola Gruevski and his cabinet.
The interior ministry said at least 10 policemen were injured during and after the two-hour rally. Police in riot gear dispersed the crowd after the rally, a Reuters witness said.
Gruevski, a Conservative in power for nine years, has been involved in a conflict with Social Democrat opposition leader Zoran Zaev that threatens Macedonia's fragile democracy.
Zaev has in the last few months published wire-taps of voices purported to include those of Gruevski and senior officials discussing how to employ members of the ruling rightist VMRO-DPMNE party in state jobs, pick judges and massage elections.
Comment: And how did Zaev aquire these wire-taps? Well, according to reports it's none others than the 'fun and games' crew from the CIA.
Yes, we're in the middle of an attempted coup d'état for example in Macedonia, and pressure against many other countries against Anglo-American forces. First of all, by the wonder boy of American foreign policy, George Soros, who has been financing Color Revolution all over the area, and then by the State Department itself, with Melia, the Victoria Nuland's deputy, who has been defending the attempted coup d'état that has been going on in Macedonia, which you had described. Thomas Melia, Nuland's deputy, said he doesn't see any problem in the fact that the head of the opposition has received tapes, recordings, made illegally by a foreign intelligence agency, which everybody identifies with the CIA and American agencies, against the elected government of Macedonia. So the government of Macedonia, fortunately, came out very strongly and said that they will not accept that external forces will destroy their country. At this moment, the population is mobilized behind the Prime Minister, Nikola Gruevski, who's 'fault' is that he didn't accept the sanctions against Russia and is supporting this pipeline, so at this point, we're in the middle of this fight, and I hope that everyone from the East and West will support this fight against the destabilization in Macedonia.
Gruevski has denied the allegations and dismissed the wire-taps as a plot by foreign spies. A state prosecutor indicted Zaev on Thursday for "violence against representatives of the highest state bodies".
Zaev published a new set of audio files on Tuesday and accused Gruevski and his interior minister of attempting to cover up the death of a 22-year-old man, who was beaten to death by a police officer during a post-election celebration in 2011.
Comment: Just in time to fan the flames of the protests and make them seem legitimate?
The officer was later sentenced to 14 years in prison for murder.
The ministry denied the accusation against Gruevski and his minister and accused Zaev of exploiting a tragic death for political gain.
The protesters gathered outside the government building hours after Zaev's news conference.
Comment: A striking coincidence, no doubt.