Police fired teargas on Friday to disperse hundreds of protesters who gathered in the capital’s working-class district, Medina, chanting “Free Sonko.”
The protesters fought running street battles with riot police, using stones, grenade cartridges and burning debris.
During the mayhem, some people ransacked a French chain Auchan supermarket, AFP reported.
The chain says least 14 stores had been attacked during this week’s unrest.
The 46-year-old leader of the opposition Pastef party and a former presidential candidate, who came in third in the 2019 elections, was arrested on Wednesday.
Clashes broke out between Sonko’s supporters and police as he made his way to court to face rape accusations against him, allegations that he denies.
Sonko was then arrested on charges of disturbing public order, a development that sparked angry protests in the capital and other cities, the worst unrest seen in the West African country in years.
The opposition leader was ordered held in custody over the public disorder case at a court hearing on Friday.
Sonko is considered as a key challenger to President Macky Sall in elections in three years.
His lawyer Me Ciré Clédor Ly described his arrest as “a state conspiracy.”