"Agitators are breaking multiple windows at Olive & 10th. Officers are heading to scene," said on its Twitter account.
Hundreds of protesters earlier staged a "die in" outside a police headquarters and marched through St Louis before returning to the headquarters building.
Peaceful demonstrations had turned violent on the two previous nights, with the city on edge since Friday's acquittal of white former police officer Jason Stockley.
Rock giants U2 and pop star Ed Sheeran called off scheduled weekend concerts in St. Louis, saying police had advised them that security could not be assured.
The first sign of violence after today's peaceful protest was a police tweet that a group was "throwing debris" at officers following a traffic stop near the police headquarters.
St Louis Post-Dispatch reporters on the scene reported soon after that vandals were breaking store windows, targeting small businesses and a restaurant.
"Protest is a mess now. People running everywhere, bike cops in pursuit," tweeted Mike Faulk, a Post-Dispatch journalist on the scene.
At least 35 people have been arrested since Friday, and 11 police officers were reported to have been injured in the clashes with stone-throwing protesters.
Store windows were smashed by vandals during the worst of the violence on Friday night.
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