A photographer saw spent live cartridge shells littering the ground on the square. It was unclear who had used the ammunition.
The main government building nearby was evacuated while lawmakers ended a session of parliament early after the violence.
Ukraine's three main opposition leaders called the unrest a "planned provocation" by the pro-Russian government while Moscow blamed it on "extremists and hardliners" who were bent on sparking a civil war.
The clashes left in tatters a truce that Ukrainian President Viktor Yanukovych had called late Wednesday in response to a spurt of violence that killed more than two dozen people in less than two days.
Yanukovych was holding crisis talks with the foreign ministers of EU powers France and Germany along with Poland ahead of an emergency meeting in Brussels where the European Union was expected to impose sanctions against Ukrainian government officials for the unrest.
The US State Department has already announced travel bans on about 20 senior government figures over fighting that killed at least 28 people on Tuesday.
