On Saturday when police used tear gas to prevent a rally going ahead in the capital Antananarivo. On Monday a small group of protesters tried once more to reach a highly symbolic central square.
Police were, however, posted around the city centre, an AFP journalist saw.
Jean Jacques Ratsietison, a 60-year-old economist and candidate in the November 16 presidential election, was detained, several journalists at the scene said.
Ratsietison, who was released in the evening, later told national television that accusations against him, including committing acts of violence and attempting a coup d'etat, were disproportionate.
For weeks, the Indian Ocean island nation has been shaken by a fierce battle between President Andry Rajoelina, who is running for re-election, and several opposition leaders.
Opposition candidates have led near daily, unauthorised marches in Antananarivo, for more than a month, protesting at what they have call an "institutional coup" to favor the incumbent.
The general staff — encompassing the police, gendarmerie and army — told reporters on Monday it would ensure the protection of all 13 presidential candidates and their families.
"We heard rumors of planned attacks against certain candidates," a spokesman said, adding that the proposed protection did not extend to political meetings or demonstrations.
Another opposition candidate Roland Ratsiraka fumed that detention was "not a solution."
He said a legal complaint had been lodged against the local authority's decision to ban demonstrations at May 13 Square.
Another candidate Auguste Paraina also hit out at the police intervention on the streets as a "dictatorship."
"We're not going to stop, we are not afraid!" he told AFP.