A group of around 50 Economic Freedom Fighters’ supporters banged on the closed doors of the legislature and threw broken bottles at it.
Other EFF supporters looked on and sang.
After the stun grenade was fired the group outside the door ran. They picked up plastic bottles in the street and threw them at the police.
An announcement was made from a truck asking those banging on the door to stop as a meeting was going on between EFF leader Julius Malema and legislature officials.
Malema led about 2000 members to the legislature to protest against the removal of their MPLs during a sitting on July 1, for wearing red overalls.
Earlier, Malema and some members broke through a human chain of police officers and stormed into the building. The doors were shut and locked to prevent others from getting in.
EFF members said Malema would not leave the building until he had met legislature Speaker Ntombi Mekgwe. He apparently refused to meet the deputy speaker.