Several hundred people gathered in Almaty's central park to listen to activists, who criticised the rule of longtime leader Nursultan Nazarbayev and a June vote that his ally is expected to win.
An AFP correspondent saw around fifty demonstrators bundled into police vans after they left the park, which is popular with local families.
Slogans shouted by protesters included "Down with dictatorship", "We have a choice" and "We are the power".
Protesters were also critical of Nazarbayev's ally Kassym-Jomart Tokayev, who was nominated for the ballot by the ruling party last month and has committed to continue his predecessor's strategic course.
Tokayev took over as interim president in March following the shock resignation of Nazarbayev, who had ruled the ex-Soviet nation for three decades.
One of the protesters, Oksana, said she had come to the demonstration because "we are tired of everything our authorities are doing".
"They shut our mouths. We have no freedom of speech whatsoever," she told AFP.
"We have the feeling that we live in a slave state, not a free country."
Nazarbayev, 78, shocked the country by calling time on his presidency, but he is still expected to call the shots in the oil-rich nation of 18 million people.
'I came with my baby'
Oksana complained that she had been arrested at one previous demonstration for holding a blue balloon -- a trademark of the banned Democratic Choice of Kazakhstan (DCK) group led by Nazarbayev's self-exiled nemesis, Mukhtar Ablyazov.
"This time I came with my young baby because I hope that then police will not arrest me, and I will be able to say everything that I want to say," she said.
The rally began Wednesday afternoon when Shevchuk and another mother -- both clutching their children -- called for free elections and regime change before they were drowned out by music played over loudspeakers.
Several people at the rally expressed support for Ablyazov's group.
Kazakh police typically arrest protesters before they can gather to demonstrate but initially exercised restraint on Wednesday as a vocal and energetic crowd was swelled by passersby.
A senior city official said authorities would not detain anyone after he spent around an hour negotiating with demonstrators.
"Nobody is going to arrest anybody," official Sultanbek Makezhanov told AFP. "You are asking the wrong questions."
Public gatherings in authoritarian Kazakhstan are illegal unless they receive permission from local authorities, which is almost never provided in the case of political demonstrations.
Tokayev, a 65-year-old former foreign minister, proposed renaming the country's capital Nur-Sultan in Nazarbayev's honour. The capital was previously called Astana.
Kazakhstan, allied to Beijing and Moscow, has never held an election judged free or fair by Western election monitors.
Nazarbayev triumphed in the 2015 election with nearly 98 percent of the vote.