More than 50 people were arrested on Sunday, rights groups said.
Video footage appeared to show police spraying an irritant directly into the faces of protesters in a city.
It was the 50th day of protests after the disputed presidential vote in August. Earlier this week, Lukashenko conducted a secret inauguration.
The electoral commission claims that Lukashenko won a sixth term with over 80% of the vote. But the opposition says he cheated and won the election with at least 60% of the vote.
Several EU countries and the United States say they do not recognize Lukashenko as the legitimate president of Belarus.
Police admitted to using tear gas and stun grenades to disperse what they called “disobedient” protesters in the eastern town of Gomel on Sunday.
Meanwhile, in Minsk, the capital, where tens of thousands of people gathered for the seventh consecutive weekend of protests, riot police pulled people out of the crowd and took them away in vans, said a witness for the Reuters news agency.
Lukashenko was discreetly inaugurated on Wednesday morning, without any publicity or usual fanfare.
The man who ruled the former Soviet republic for 26 years said Belarus needs security and consensus “on the brink of a global crisis,” an apparent reference to the coronavirus pandemic.
“I cannot, I do not have the right to abandon the Belarusians,” he added, without referring to mass rallies demanding his resignation.
Her main rival for the presidency, Svetlana Tikhanovskaya, and other key opposition figures are currently in voluntary exile in neighboring countries following a wave of arrests amid protests.
Ms Tikhanovskaya said on Wednesday that Mr Lukashenko was “neither a legal leader nor a legitimate leader of Belarus”.