Police dressed in riot gear moved in on the Sherman Park neighborhood around 11:00 pm on Sunday (0400 GMT Monday) to disperse an angry crowd and restore order.
Several police officers have been targeted and shot dead across the nation in recent weeks -- including five in Dallas -- following an outcry over the deaths of unarmed African Americans at the hands of police.
In Milwaukee, in the Midwest state of Wisconsin, officers at one point used an armored vehicle to rescue a shooting victim and rush the person to hospital.
A police officer was taken to hospital to be treated for an injury after protesters threw a rock that broke the windshield of a squad car.
An unspecified "projectile" was thrown at another officer, who was protected by a helmet.
One squad car was damaged by thrown bricks, rocks and glass bottles.
"Officers continue to have rocks thrown at them as they work to disburse small, disorderly groups in area around Sherman and Burleigh," police said on Twitter, adding that armored vehicles were deployed to protect officers.
"Multiple" arrests were made, it said.
Some 125 members of the Wisconsin National Guard were activated and placed on standby early Sunday to prevent a repeat of the arson, rock-throwing and shootings that occurred the previous night.
But they were not called to the areas of the latest disturbances.On Saturday, an angry crowd of at least 200 people took to the streets, torching at least six businesses, including a BP gas station and auto parts store that were destroyed, police said.
Individuals attending the rally fired dozens of shots, apparently in the air.
Violence broke out following the fatal shooting of local man Sylville Smith, 23.
Even though Smith was said to be armed and had a lengthy police record, the shooting and its aftermath bore chilling echoes of a series of violent incidents involving law enforcement.
"I lost my brother. I can't get him back. Never. Never. That's pain. That's real hurt," Smith's younger sister Sherelle said in an emotional plea during a vigil.
"I can't look my brother in the eye and say, 'I love you.' I didn't even have a Facebook to tell my brother I love him."
The shooting began when a car carrying Smith and another individual was stopped by two police officers . Smith and the other suspect fled on foot. Police then shot and killed Smith after he failed to drop a gun, according to the authorities.
Mayor Tom Barrett emphasized that Smith had been holding a semiautomatic handgun, which was clearly visible in a still shot taken from the body camera of a police officer on scene.
"That still photo demonstrates, without question, that he had a gun in his hand. And I want our community to know that" Barrett said.
Police said earlier that the handgun Smith was carrying had been stolen during a burglary in March.
The unnamed officer who fired on Smith was black, according to Milwaukee Police Chief Edward Flynn. Fearing for his safety, he was now staying with relatives out of town.
The officer has been placed on administrative leave, as is standard in such situations.
Barrett, pleading for calm, warned that the city still faced "a very volatile situation."
Police posted images on Twitter showing damage to an armored rescue vehicle caused by people throwing rocks and concrete, and firing bullets after Saturday's violence .
President Barack Obama was updated on the situation by a senior advisor, who spoke with Barrett to offer the administration's support for local authorities, the White House said.