The group say the Taliban targeted them with tear gas and pepper spray as they tried to walk from a bridge to the presidential palace.
But the Taliban maintain the protest got out of control, according to Afghan media outlet Tolo News.
It's the latest of several protests by women in Kabul and Herat.
The women were calling for the right to work and to be included in the government. The Taliban say they will announce the make-up of their administration in the coming days.
The Taliban have said women can be involved in government, but not hold ministerial positions.
Many women fear a return to the way they were treated when the Taliban were previously in power, between 1996 and 2001. Women were forced to cover their faces outside, and harsh punishments were meted out for minor transgressions.