Apparent marchers attacked shops and threw stones and smoke-bombs, said local news website fontanka.Ru. Quoting witnesses, it put the number of people held at 16.
One victim suffered an injury to his head, possibly after being beaten with a baseball bat, and was taken away by ambulance, said the website.
Demonstrators roughed up at least two people who did "not look Slav", Itar-Tass news agency quoted another police source as saying.
A police officer told AFP that "eight people were detained for disorderly conduct" during the march that had been joined by about 150 young men and women.
The march in Russia's former imperial capital came amid rising xenophobia in Russia targeting mainly migrants from former Soviet republics in the southern Caucasus and Central Asia.
Rights activists have repeatedly warned of a surge in xenophobia, and more and more Russians sympathise with the nationalist cause.
President Vladimir Putin, who has been accused of doing nothing to stop ultra-nationalism, has not publicly commented on riots that erupted on October 13 over the killing several days earlier of a 25-year-old man who was stabbed to death in front of his girlfriend.
The killer fled the scene but police later arrested a suspect from Azerbaijan.
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