Marches have been taking place all over the kingdom, ruled by King Mswati III, sub-Saharan Africa’s last absolute monarch.
The protests were peaceful but heavily-guarded, the AP reports.
More than 500 people demonstrated in the capital Mbabane while nearly 1,000 protested in the western town of Siteki.
The protests are against poor government in the kingdom which has led to a shortage of essential medical supplies and a failing economy.
AIDS groups have warned that the country faces a shortage of anti-retroviral drugs. More than a quarter of Swazis between the ages of 15 and 49 are believed to carry HIV.
Labor union negotiations also failed this week. Wandile Sifundza, a teachers' union leader, said members want a change to a constitutional monarch, who can be trusted to manage national finances.