A truck with loudspeakers circled behind him, with a recorded voice saying repeatedly: "Disperse. Don't stay here. Think of the nation."
Another Hong Kong broadcaster RTHK also said about 5,000 Han Chinese carrying national flags protested peacefully on Renmin Road, demanding that Wang step down. The report said paramilitary police fired several tear gas rounds to disperse them.
One middle-aged Han Chinese man said police should leave the protesters alone.
"They should be catching the terrorists, not harassing the people," said Ji Xiaolong. "I have to wonder if Hu Jintao really knows what is going on here."
Two Hong Kong broadcasters, TVB and now TV, said three of their reporters, who were detained for over three hours for filming a protest, have now been released. Some of their cameras and tapes seized earlier were also returned to them. An Associated Press photographer and TV crew also had their cameras confiscated and returned after five hours.
Calls to the press office of the Xinjiang government were not answered Friday. Chen Li, a staffer at the media center at the Haide Hotel in Urumqi, said there had not been any gatherings or clashes near the Xinjiang government or Xinjiang Communist Party offices.
The unrest shows how unsettled Urumqi remains despite continued high security since the July rioting, the worst communal violence to hit Xinjiang in more than a decade. That rioting began when a protest by Muslim Uighurs spiraled out of control, and Uighurs attacked Han. Days later, Han vigilantes tore through Uighur neighborhoods to retaliate.
The Associated press contributed to this report.