The protesters tried to storm the medieval fort of Bregancon on Thursday before being stopped by police on their way to the presidential residence, according to the France Bleu radio station.
Forced to turn back, the demonstrators said they would try again on Friday, the outlet reported.
The wave of the so-called yellow vest protests — named after the obligatory attribute of French drivers — started in mid-November.
While the French government has scrapped its planned hike in diesel taxes, which is what initially sparked the protests, the "yellow vests" have evolved into a broader movement against government policies and rising living costs. The rallies have been marked by violent clashes between protesters and the police.