Police arrested 65-year-old Alexandra Wong on suspicion of taking part in an unlawful assembly and inciting others to join.
Hong Kong's Security Bureau on Saturday banned a pro-democracy alliance from holding a vigil to commemorate the crackdown for a second year running.
Taking part in an unauthorized assembly on June 4 could result in up to five years in jail, while advertising the event could lead to a 12-month sentence, the bureau warned.
Grandma Wong's solo march
In addition to the vigil, activists had asked to hold a small Tiananmen-centered march on Sunday to the Liaison Office, which represents Hong Kong's central government, but were denied permission.
Wong turned up on Sunday afternoon, despite the ban. She was holding a sign that read "32, June 4, Tiananmen's lament," referring to the 32nd anniversary of the crackdown. She was also carrying a yellow umbrella — a symbol of Hong Kong's democracy movement.
The Hong Kong-based South China Morning Post (SCMP) said the pensioner started chanting slogans in a park before heading towards the Liaison Office by herself. She was followed and filmed by police and stopped twice.
"I'm only by myself, just an old lady here. Why stop me?" the newspaperquoted Wong as telling officers, saying that she was arrested shortly after.