Police confronted them using tear gas at a road block close to the city of Chilpancingo.
Eleven officers were reported injured.
The students were planning to demonstrate against the findings of an official inquiry into the disappearance of 43 trainee teachers from their college last year.
They accuse the authorities of covering up the involvement of corrupt Mexican politicians in the killings.
The confrontation takes place in the run-up for the first anniversary of the disappearance, on 26 September.
Police say they set up a road block in the municipality of Tixtla and tried to persuade the students to return to Ayotzinapa.
At least 200 policemen took part in the operation.
On Monday, protesters had ransacked the prosecutor's office in Chilpancingo.
Masked students reacted by hurling petrol bombs and setting fire to a lorry on the road, the authorities say.
They eventually gave up their attempts to travel to Chilpancingo.
'Incinerated bodies'
The disappearance of the 43 trainee teachers from the Ayotzinapa Rural Teachers' College caused outrage across the country.
The young men had travelled to Iguala, also in Guerrero state, for a protest over job discrimination against teachers of a rural background.
An official investigation found that the local mayor ordered their arrest after they disturbed a planned speech by his wife.
They were handed over to a criminal gang, Guerreros Unidos (United Warriors), who killed them and incinerated their bodies in a nearby rubbish dump, the report said.
Relatives never believed in the official version. They said it was covering up the involvement of more senior politicians and perhaps the army in criminal activities in the region.
Earlier this month, independent investigators dismissed the official inquiry, saying it was flawed.
The Mexican government stood by its conclusions but announced it would send forensic experts back to the area where the bodies are supposed to have been cremated by the drug gang.
DNA testing has so far enabled forensic experts to identify only two of the 43 missing students.
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