About 136 people were arrested in Pretoria West over the past 24 hours, including during the march on Friday morning, acting national police commissioner Lieutenant General Kgomotso Phahlane said.
However, Phahlane said the situation in Pretoria was "under control".
"Although people from Mamelodi marched peacefully, a group from Atteridgeville threw stones and bricks. Confrontation with non-South Africans ensued,” he told reporters.
The police said they would update the figure of the arrested individuals on Saturday.
President Jacob Zuma said the march in Pretoria was evidence that citizens were fed up with crime.
Zuma was speaking after the launch of Operation Phakisa, which is aimed at boosting various sectors of the South African economy.
He said the march included foreign nationals, was well organised, and was not xenophobic.
"We do have a big problem. This time around this has been provoked by crime."
He said the media should be careful about labelling the protests as xenophobic and that political leaders should also be cautious with their messages.
On Friday morning, police and people marching against immigrants were locked in a tense stand-off in the Pretoria CBD, with stun grenades being fired near the Department of Home Affairs building.
The march against immigrants was led by a group calling itself the Mamelodi Concerned Residents.
They handed over a memorandum to the Department of Home Affairs, which strongly criticised how they perceived foreign nationals to be conducting themselves in SA.
The memorandum, with a "Concern community for service delivery in Mamelodi" stamp, said government should not allow African immigrants in the area to operate businesses freely and without regulation.
They also criticised authorities for "failing" to clamp down on those without the proper licences and papers.
"We are driven into slavery, both black and white South Africans," they stated.
A police helicopter hovered overhead and public order police officers weaved through the large crowd.
At one point, the group tried to push past the police. Many in the crowd carried sticks, rods and other items.
'Why are they fighting us? Are we white?'
One man told a News24 reporter on the ground: "The foreigners have real guns. They are selling drugs and prostitution, and the municipality is helping them. They must leave."
Some foreign nationals faced the group, shouting at them.
Foreign nationals involved in a tense stand-off with marchers said South Africa was their home.
"This is my country. We can't go," Olayinka Ogunjimi told News24, standing with some of his countrymen.
"Why are they fighting us? Are we white?"
He asked what would happen to them if they were forced to leave.
Protesters blocked several streets in Atteridgeville, preventing residents from going to work and school.
Rocks were thrown and tyres were burnt. Officials later cleared the debris so that traffic could flow freely.
The police were also investigating reports of a newspaper truck being looted.
A small clash between foreign shop owners and South African marchers also broke out in Christoffel Street. The police were quick to react and the fight was stopped.
Call for churches to provide sanctuary
On Thursday, organisations opposing xenophobic attacks asked churches in Pretoria to provide safety to victims of recent violence.
"There are fears around the planned march on Friday and our request to the church is to provide a sanctuary to victims of xenophobia," Trevor Ngwane of the United Front told News24.
The African Diaspora Forum organised a prayer session in Pretoria on Thursday evening, in response to the recent xenophobic outbreaks.
Organisers were, however, left disappointed when residents failed to attend.
"It is possible that people were scared to attend the prayer session. We condemn the recent outbreak and we are opposed to it," Ngwane said.
On Saturday, residents of Pretoria West raided homes they alleged were being used as brothels and drug dens. They called for "pimps" to release prostitutes. Two houses were set alight.
On February 11, at least 10 houses allegedly being used for drug dealing and prostitution were set alight in Rosettenville, Johannesburg.
Locals claimed Nigerians were behind the criminal activity.