The Azerbaijan People's Front Party (APFP) put wreaths on the graves of the Turkish soldiers, who helped defend Azerbaijan from Armenian forces in 1918.
The protesters said their goal was to show the eternal solidarity of Turkey and Azerbaijan.
Police detained three youths who raised both country's flags.
Turkey's flags were removed from the same cemetery last week, days after Baku sent a protest note to Turkey because the Azerbaijan flag was banned from a Bursa soccer match attended by the Armenian and Turkish presidents.
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Azerbaijani lawmakers have begun revising the law to allow the Turkish flag at the cemetery.
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