The protesters demanded a CBI probe and "exemplary punishment" to police officials found guilty in this matter yesterday.
They were led by acting AMUSU president Tauseef Alam.
Akhilesh Yadav government in Uttar Pradesh had failed on all counts, especially on the issue of meting out justice to minorities, a spokesman of the protesting group said.
They also demanded that the findings of the Nimesh Commission on terror cases in the state should made public immediately so that the truth reaches the public domain.
Mujahid, an accused in serial blasts that had rocked Lucknow and Faizabad courts in November 2007, died on May 18 after he fell sick and fainted near Barabanki border while being escorted to Lucknow jail after a court hearing.