Wielding placards with a calls for the French army to leave the country, the protesters chanted anti-French slogans as some set fire to French flags or used them to collect rubbish.
“He needs to leave right away, we don't want a French ambassador such as Luc Hallade. He's like Satan in Burkina, he is seen as a pyromaniac, a terrorist. We don't want this type of ambassador. He's a terrorist, we don't want him in Burkina,” said Sayou Ouedraogo, a protester.
A Reuters reporter at the scene said the protest was largely peaceful and ended without incident.
Relations between Burkina Faso and its former colonizer have gone sour after two military coups last year spurred partly by authorities' failure to protect civilians from jihadist activity in the arid north.
Some of the tension stem from perceptions that France's military presence in the country has not improved security.
Protester Lassane Sawadogo deplored how security has steadily deteriorated in Burkina Faso since unrest began in 2016.
“Yes, France was our partner that was supposed to help us fight terrorism, but since 2016 there has been no change, we think France doesn't deserve Burkina Faso youth's trust,” he said.
Angry mobs have previously targeted the French embassy, cultural center and military base.
Burkina Faso's military government has also been at odds with France since it toppled the previous junta in a coup at the end of September.
Authorities suspended the broadcast of France's RFI radio in December over reports they said were false and gave voice to Islamist militants. Earlier this month, the government requested the replacement of France's ambassador.
France has some 400 special forces based in Burkina Faso to help local forces battle the Islamist insurgency that has spread across the Sahel from Mali over the past decade.
Thousands have been killed and over 2 million displaced. The violence has exacerbated regional food insecurity.
Meanwhile, Burkinabe authorities are still searching for over 60 women kidnapped by armed assailants there last week.