About 200 supporters of TJ were on Friday marching from Redfern, in Sydney's inner suburbs, to the NSW parliament to demand a government apology over his death and the reopening of an inquest.
As the crowd was marching near Central train station, officers apprehended a young man after he walked outside the area marked for the protest.
The chanting crowd then demanded police to "free" the man and to reveal what he was being charged with.
Watch: TJ Hickey supporters march on 10 year anniversary, Cassandra Hill reports
Shortly afterwards, the man was released to applause from the crowd. The man refused to speak to reporters.
Protesters are calling for "justice" for TJ and an apology from the state government.
Riots were sparked in Redfern when the 17-year-old was thrown off his bike and impaled on a fence on February 14, 2004.
TJ's family and members of the indigenous community blame police for chasing the teenager to his death, but an inquest later cleared the officers involved of any wrongdoing.
Banners carried by protesters on Friday called for TJ's death to be avenged, with one calling for "cop shops" to be burned and another reading "f*** the police".
