At least one man was wounded as security forces protecting the parliament exchanged fire with the demonstrators.
Hundreds of Palestinian security officers marched to the building firing guns into the air and chanting "We want our wages" and "Down with the government".
The protesters have demanded that members of the Hamas government leave the building to talk to them about their demands.
Since Hamas came to power in March they have only been able to make partial payments to about 165,000 civil servants, nearly half of which are members of the security forces.
