Authorities had sealed off Islamabad and blocked mobile phone services to prevent the gathering, with the city on high alert in the lead-up to a series of high-level diplomatic events, including a visit from the India foreign minister, scheduled over the next two weeks.
Shipping containers blocked entry points to Islamabad, guarded by large numbers of police and paramilitary troops.
However, dozens of Khan's supporters evaded the blockades.
Some, including the former prime minister's sisters, were detained by law enforcement, Khan's party, the Pakistan Tehreek-e-Insaf (PTI), and local media said.
"Release Imran! Release Imran!" dozens of protesters chanted, holding pictures of Khan and PTI flags, less than a kilometre from the city's red zone which houses the country's parliament and a fortified enclave of foreign embassies.
It was the latest in a series of protest rallies since last month to press for Khan's release and agitate against the ruling coalition which the PTI calls illegitimate, saying it was formed after a fraudulent election.
"It is their right to hold a gathering but this is not the right time or the way," Interior Minister Mohsin Naqvi told journalists, pointing to diplomatic events in the capital.
Malaysian Prime Minister Anwar Ibrahim was in Islamabad on Thursday and Friday while the city is also preparing to host a meeting of the Shanghai Cooperation Organisation on October 15-16.
That event will also be attended by Indian Foreign Minister Subrahmanyam Jaishankar.
He will be the first Indian foreign minister to visit Pakistan in nearly a decade, with relations between the two arch-rival neighbours remaining frosty.
Naqvi said a Saudi delegation and Chinese Premier Li Qiang would be arriving in Islamabad ahead of the conference.
The government has called in the army to provide security in the capital from Saturday in the lead up to the events, Geo News reported.
Naqvi had urged Khan's supporters to delay their protest to after the SCO conference.
However, Khan asked his supporters to gather outside parliament regardless of the obstacles.
"This war has entered a decisive phase," he posted on X.
A convoy of Khan's supporters approaching the capital from the northwestern province of Khyber-Pakhtunkhwa also clashed with police, who fired tear gas at them, Geo News reported.
Even though Khan has been in jail since August 2023, candidates backed by him won the most seats in February's election although their numbers were insufficient to form a government.
His opponents, led by Prime Minister Shehbaz Sharif, formed a coalition government instead.
Schools were shut in Islamabad as well as the adjacent garrison city of Rawalpindi, where mobile phone services were also suspended.
