Video showed several members of the group coughing and covering their mouths after being confronted by armed Taliban militants.
Electric tasers and tear gas had been fired, according to a protester only identified as Soraya.
"They also hit women on the head with a gun magazine, and the women became bloody. There was no one to ask why," the former government employee added.
Many Afghan women have voiced concerns about their safety and possible restrictions they might face after the Taliban seized power on August 15.
The Taliban have been trying to address these concerns, reiterating on multiple occasions that women will not be prevented from participating in social and economic activities.