The migrants had earlier broken out of a registration camp at Roszke.
About 300 are on a motorway, escorted by police. Some later reportedly agreed to be bussed to a reception centre.
Meanwhile, the Greek government and UN refugee agency brought in extra staff and ships to deal with some 25,000 migrants on the island of Lesbos.
The processing centre has been set up on an abandoned football ground to help the stranded migrants.