They said security forces on pickup trucks fired tear gas as they charged towards the sit-in. No further details were immediately available, Reuters reported.
The demonstrators have camped for two nights outside the compound, part of an attempt to increase pressure on President Omar al-Bashir to step down after nearly 30 years in office.
Previous attempts by security forces failed to disperse the protesters.
Public anger against bread and cash shortages exploded into demonstrations in December but quickly turned against Bashir's administration.
Bashir has acknowledged that the protesters have legitimate demands but said that the way to address these demands is through peaceful means and the ballot box.