The party will hold similar protests in all district headquarters across the country on December 26, senior party leader Sanjay Singh said.
The protestors, who gathered near the Race Course Metro Station, were stopped by a heavy security contingent when they marched towards Jaitley's residence at Tughlaq Road here and were taken to Parliament Street Police Station after detention.
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"We are here to ask Arun Jaitley to kindly step down as he is in-charge of departments which would have those documents that could prove his guilt or innocence. So as a good citizen and a senior lawyer of Supreme Court he is duty-bound to follow the footsteps of (LK) Advani," AAP MLA Somnath Bharti told reporters.
Advani had resigned from Lok Sabha in 1996 after allegations were levelled against him in the hawala case. The case, however, later collapsed due to lack of evidence.
Other MLAs who were part of the demonstration include Alka Lamba, Vijender Garg, and AAP's youth wing leader Ankush Narang.