The rally originated in Henrico County before driving to the Lee Circle in Richmond, the release said.
Police were called after receiving a report of a person being pepper sprayed and gunfire striking a car, according to the release.
“Some of the vehicles left the roadway and crossed grassy medians near the area,” the release said.
An adult female reported being pepper sprayed by an unknown person in a vehicle, according to the release.
Police responded to the assault to investigate and cleared the area, the release said.
Officers also responded to a report of an unoccupied vehicle being struck by gunfire, officials said in the release.
No other injuries were reported and police are asking anyone who may have been injured or who may have videos or pictures of the incidents to reach out law enforcement, according to the release.
The intersection around Lee Circle, where a statue of Robert E. Lee is located, remains closed to traffic.
The monument has been the subject of controversy this year as many monuments honoring the confederate general have been removed.