A bank on the ground floor of a seven-storey residential building near the Champs-Elysees was also set ablaze.
The interior ministry estimated 10,000 people had participated in the protest in Paris, compared with 2,800 the previous Saturday.
The turnout was seen as a test for the "yellow-vest" movement, which began in November over fuel tax hikes and quickly ballooned into an anti-government rebellion but has struggled lately to mobilise large numbers of protesters. At least one auto was set on fire.
This is just a tenth of the numbers that turned out for the inaugural protest on November 17.
In response to the violence, police used water cannons and fired tear gas in front of the Arc de Triomphe monument in Les Champs Elysees.
Eleven people suffered minor injuries in the bank blaze, the fire service told AFP.
French firefighters are working to extinguish a blaze in a Paris restaurant seen as a powerful symbol of France's elite that was torched amid yellow vest protest violence.
Interior Minister Christophe Castaner said that more than 1400 police officers had been mobilised and police said they had arrested more than 80 protesters by mid-afternoon. Prime Minister Edouard Philippe visited the scene to show solidarity with the police.
Named after the high-visibility vests French drivers have to keep in their cars and worn by protesters, the revolt swelled into a broader movement against Macron, his reforms and elitism.
But many "yellow vests" dismissed the consultation exercise as a smoke-screen.
A Yellow Vest protester destroys a shop window during clashes with riot police forces on the Champs-Elysees in Paris on March 16, 2019, on the 18th consecutive Saturday of demonstrations called by the "Yellow Vest" (gilets jaunes) movement. "He also said the crowd included 1,500 'ultraviolent ones who are there to smash things up, '" the AP reported. "I'm not in favour (of violence) but we are ruled by corrupt people who dare to lecture us", Jean-Francois Bernard, a landscape gardener who was among the protesters, told AFP.
The presidency later announced that Macron was returning home from La Mongie ski resort where he and his wife Brigitte arrived Thursday to spend the weekend.
From early morning protesters began pouring into the capital by train and vehicle from around the country for what they called an "ultimatum" to Macron.
Macron, who was caught off guard when grassroots protesters began occupying traffic roundabouts in November over fuel taxes, has loosened the state's purse strings to the tune of 10 billion euros ($11.2 billion) to try defuse the protests.
But the measures failed to quell the anger of the demonstrators, who accuse the former investment banker, of being in the pocket of the rich.
The Paris protest was one of several in the capital on Saturday, where thousands of climate campaigners also held a demonstration to demand that the French government uphold its commitments on reducing emissions. At Bordeaux, in the southwest, police clashed with protesters and a bank was damaged.