Columns of protesters defied a government warning to march in front of soldiers and military vehicles. They waved red-and-white opposition flags and shouted "go away!" and "you're a rat!."
The human rights group Spring-96 said at least 70 people were arrested. Russia's Interfax news agency reported that several people were injured when police broke up a protest outside a state-run tractor factory.
Video footage shown by local media outlet TUT.BY showed women shouting "shame" at masked members of the security forces who dragged people away into detention.
Lukashenko has been in power since 1994 and, buoyed by a show of support from traditional ally Russia, has rejected calls for new elections from Sviatlana Tsikhanouskaya, his main opponent who fled into exile two days after the vote.
Demonstrations have carried on throughout the four weeks since the election, gaining in size on the weekends and drawing tens of thousands of people each Sunday.
The interior ministry said in a statement that 91 protesters had been detained on Saturday, and said it would beef up security and take "take all necessary measures to suppress such actions and prevent violations of public order" on Sunday.
Tsikhanouskaya, who will travel to Warsaw to meet the Polish prime minister next week, said in a video address on Saturday that the momentum of the protests was irreversible.
"Belarusians have already changed, they have awakened and it is impossible to push them back into the former mindset."
Western countries have had to balance their sympathy with a swelling Belarusian pro-democracy movement against a desire not to provoke Russia into a military intervention. The crisis has tested European resolve at a moment when countries are also weighing how to respond to the suspected poisoning of Russian opposition figure Alexei Navalny, now being treated in Germany.
In an interview published in the Financial Times on Sunday, Lithuania's foreign minister urged the European Union to impose sanctions on Belarus and counter Russia's influence or risk undermining the credibility of its foreign policy.
"Sometimes we react too late and our measures are fragmented and aren't making any impression on society or the people in power," Linas Linkevicius said.Lithuania, Latvia and Estonia have imposed travel bans on Lukashenko and 29 other Belarusian officials without waiting for the rest of the EU to act, signaling impatience with the West's cautious approach.