About 50 members arrived Saturday afternoon, some wearing pointed white hoods and waving red and black flags with the letters "KKK' and swastikas on them. One leader, who spoke through a megaphone, said "you're not going to take our parks.''
Security was extremely heavy and police Director Toney Armstrong said his officers were prepared to keep the peace.
A North Carolina-based faction of the Klan received a protest permit after the City Council voted to change the names of Nathan Bedford Forrest Park, Jefferson Davis Park and Confederate Park.
Forrest was a slave trader, Confederate cavalryman and member of the first version of the Klan.