For the second straight week, several hundred police officers were mobilised to squelch gatherings in Beijing and Shanghai following the anonymous appeal for citizens to press the ruling Communist Party for greater openness.
Earlier Sunday, Wen promised action on top public concerns including soaring inflation, runaway economic growth, and official corruption.
China's leaders have watched with worry as those and other issues touched off political convulsions in the Middle East and North Africa.
"The purpose of our economic development is to meet the people's growing material and cultural needs, and make the lives of commoners better and better," Wen said.
Hundreds of uniformed and plainclothes police smothered Beijing's designated demonstration site on the Wangfujing shopping street, aggressively pushing away foreign reporters with cameras and briefly detaining several.
Similar scenes took place at the Shanghai protest site near the city's People's Square.
The mysterious online protest appeal has urged citizens to gather for subtle "strolling" demonstrations in 13 cities each Sunday at 2 p.m. (0600 GMT) to highlight public anger with the government.
The call for Chinese "Jasmine rallies" -- a reference to the "Jasmine revolution" in Tunisia that set off a domino of unrest in Egypt, Libya and elsewhere, has not urged participants to take any overt protest action, but merely to turn out in force.
However, no actual demonstrations were seen in Beijing or Shanghai at the appointed hour and it was not clear whether anyone came out to answer the call.
In Shanghai, some Chinese were seen being taken away in three police vans but AFP could not confirm their identities or why they were removed.
Both ends of Beijing's Wangfujing shopping street were closed and police checked people who entered, asking foreigners for their passports.
About 30 minutes after the appointed protest time, police began ordering most people to leave, repeatedly sending large road-cleaning trucks through the area to spray the streets with water and underline the point.
An AFP reporter earlier saw a line of military-style transport trucks heading towards the site, emblazoned with banners calling for the maintenance of stability.
Wangfujing is a short walk from heavily policed Tiananmen Square, the scene of huge pro-democracy demonstrations in 1989 that were crushed by the army.
A week ago, a heavy police presence turned out in several cities including Beijing and Shanghai for the first so-called "Jasmine rally," which also appeared lightly attended and free of major incident.
The protest appeal -- seen on overseas Chinese-language websites but blocked by censors in China -- demanded government transparency and accountability to the people to prevent frequent abuses.
Wen echoed previous statements supporting accountability but gave no new details in his online chat, held each year since 2009 ahead of the annual session of China's rubber-stamp parliament, which opens on Saturday.
China has a history of inflation-triggered public unrest and Wen vowed the government would ramp up supplies of affordable housing, punish property speculators, and ensure output of grains and other key goods.
"Rapid price rises have affected the lives of the people and even social stability," he said.
Inflation remained near two-year highs in January despite a string of measures taken to dampen price rises for food and other items, including three interest rate hikes in the past four months. Housing costs have also soared.
Wen offered no significant new policy proposals. However, decrying runaway growth that has fuelled price rises, caused uneven growth, and ravaged China's environment, he announced an annual economic growth target of seven percent for each of the next five years.
The government had previously set the target each year at eight percent, calling it the minimum needed to keep creating jobs and staving off unrest but the new target appeared aimed at achieving more sustainable, balanced growth.
China's economy grew 10.3 percent in 2010 -- its fastest full-year pace since the onset of the global financial crisis in 2008.
Authorities have launched a sharp security crackdown ahead of the parliament session.
Police have levelled subversion charges against several activists for spreading the appeal for protests, and many others have been detained or are missing, rights groups have said.
China's Internet censors also have blocked discussion of the unrest in the Middle East as well as mention of the Chinese "Jasmine rally" call.