All of those who escaped the centre returned in small groups over the afternoon, an AFP photographer witnessed.
Lampedusa's mayor Bernardino De Rubeis estimated that more than half, or 750, of those being held had fled, while Italy's interior ministry put the number involved at only 100.
The mostly African migrants, who far outnumbered police, marched through the streets toward city hall in the morning protesting a new centre to speed up repatriations and the cramped conditions of the current one.
Some residents also took part in the march while others applauded, the ANSA news agency reported.
"It is a very tense situation," mayor De Rubeis said.
But Prime Minister Silvio Berlusconi downplayed the situation.
"There is no problem in Lampedusa. Those who arrive there can move freely. It isn't a concentration camp. They're free to go and drink a beer," Berlusconi said in remarks cited by ANSA news agency.
Saturday's events were no different, he suggested. "They went to town as they usually do," he said.
Italy's interior ministry also said in a statement the migrants were not obliged to stay at the centre -- a "All the organisations who work in Lampedusa can confirm that it's a centre guarded by law enforcement officials and nobody can go out to drink a coffee," said Antonio Virgilio, the local representative for Doctors Without Borders (MSF).
A United Nations official also cast doubt on the government's claim.
"Has there been a change of policy since Friday? We're not aware of this," said Laura Boldrini, spokeswoman in Italy for the Office of the UN High Commissioner for Refugees (UNHCR).
Central to the migrants protest was the establishment of a new Centre for Identification and Expulsion (CEI) since Friday, which the government says will enable quick repatriations of those migrants without proper documentation.
They also denounced conditions at the older centre which has a capacity of only 850. Until the transfer on Friday of around 300 people to other parts of Italy, there were around 1,600 people being held there.
Around half the island's residents also protested against the new immigration centre Friday, while UNHCR expressed "mounting concern" at the overcrowded conditions at the older one.
AFPIllegal immigrants take part in a demonstration in the centre of Lampedusa