The violence resulted in the cancellation of a ceremony to open the exhibition of the World Cup trophy.
In clashes broadcast live on television, riot police fired tear gas into small pockets of protesters as they approached Brasilia's new stadium that will host matches.
Protesters were seen picking up the gas canisters and throwing them back at officers, along with stones and pieces of wood.
Some of the demonstrators were armed with bows and arrows, and fired a few arrows at mounted police, one of which hit an officer in the leg. Authorities said surgery was required to remove it.
Activist groups told the newspaper Globo that at least two indigenous people were also injured, though it was not clear how it happened or their condition.
The clashes, which drew about 300 demonstrators, ended by nightfall. But the violence forced officials to call off a ceremony just outside Brasilia's stadium where the World Cup trophy was to be exhibited.
Indigenous activists were there to complain about legislation before congress that threatens to shrink the size of some reserves for indigenous groups.
They were joined by demonstrators rallying against Brazil's hosting of the World Cup.