The miners joined public school teachers in a protest march organized by the Bolivian Workers Central, which called for a two-day strike to press demands for raises higher than the 7 percent offered by the government.
Traffic was snarled downtown amid the latest outburst in escalating unrest by Bolivian workers.
Doctors, public health workers and medical students also clashed with police Tuesday during their nationwide strike opposing a decree by leftist President Evo Morales extending the working day of state medical workers from six hours to eight. Police fired tear gas and water cannons.
During their march, miners detonated small amounts of dynamite and also exploded a doll representing Morales.
Deputy Interior Minister Jorge Perez said the blasts wounded four police officers and damaged windows in the center of the city.
Police kept the marchers away from La Paz's Plaza Murillo, which is home to the presidential office, the legislature and Bolivia's Foreign Ministry.
"This protest is because we don't have a government response to our demands and we will continue in the streets," said the leader of the COB, Juan Carlos Trujillo.
There were less violent demonstrations in other Bolivian cities.