Protesters responded by throwing bricks and a petrol bomb.
But as riot police closed in, protesters retreated and ran across the bridge to the other side of the Shing Mun River.
The protesters had taken to the streets after spending most of the day in the shopping mall itself, targeting mainland businesses and food and beverage outlets run by a local company, Maxim, that has criticised the protest movement.
During the mall demonstration, a group of protesters formed a human chain, similar to the dance the conga, and trampled over a Chinese flag that had been opened up on the floor.
The flag was later taken away, placed in a bin and thrown in the Shing Mun River.
Sha Tin MTR station was closed after the protesters then went to the ticket barriers and started vandalising them.
At about the same time, television footage showed pictures of a man who had been beaten up. It is understood he had said something to the protesters.