Police say a participant in Wednesday's march threw a smoke grenade into the premises of the five-star Premier Palace Hotel, which is located near the downtown site of a statue of Bolshevik leader Vladimir Lenin that was ripped down by nationalist youths last month.
Police said they have opened a hooliganism case over the incident.
The march was held to mark the 105th anniversary of the birth of Stepan Bandera, a figure revered by many Ukrainians for his role in fighting for national independence during World War II.
Bandera's record of cooperation with Nazi armed forces during that time, however, makes him a contentious figure.
The most prominent political party traditionally engaged in Bandera celebrations is the nationalist Svoboda party, which has been particularly active in the anti-government rallies that have been taking place in Kiev over the past several weeks.
Svoboda leader Oleh Tyahnibok has in the past made profoundly xenophobic and anti-Semitic remarks that have relegated his party to the extremist fringes of national politics, but he has sought to dilute his group's more extreme positions in an bid to enter the mainstream.
Svoboda, which has 36 deputies in Ukraine's 450-seat parliament, described Wednesday's incident as a "provocation" and said two members had been expelled from its ranks as a result.
Source: RIA Novosti