Demonstrators chanted “Free Papua” and called for the withdrawal of Indonesian troops, which became part of the country in 1969.
Other protests were held in Timika, on the resource-rich province’s southern coast, and in the Indonesian capital, Jakarta.
Police blocked access to the provincial parliament building, although organisers said they had a permit to demonstrate.
Monday’s ambush killed four people and injured several others, according to the Jakarta Globe, which says unidentified gunmen sprayed the bus with bullets and chased after passengers with machetes and axes.
Police blamed the Free Papua Movement (OPM), a poorly armed movement which has been fighting for independence for decades, claiming that a separatist Morning Star flag had been planted near the scene.
But local OPM commander Lambert Pekikir denied the accusation and said that the military or the police must have been responsible.
Foreign journalists are not allowed to report on such questions from the province.
On Sunday clashes between supporters of rival candidates in district elections left 17 dead in a remote village in Puncak Papua district, hundreds of kilometres from Jayapura.
Tuesday’s demonstrations were timed to coincide with the Road to Freedom conference in Oxford, UK. International lawyers, politicians and tribal leaders were set to discuss “the background to the current problems in West Papua and highlight the legal and moral arguments as to how they may be resolved”, according to organisers.