NGO Bhopal Gas Peedit Mahila Udyog Sangthan also burnt effigies of Dow Chemical, Union and Madhya Pradesh governments.
The NGO convener Abdul Jabbar said both the Centre and the state government did nothing to ensure that a delegation from India does not take part in the London Olympics.
"Despite our opposition, nothing has happened and Dow Chemcial continues to sponsor London Olympics," he said.
Activists working for the victims of the 1984 gas leak tragedy are opposed to Dow Chemical as the company acquired Union Carbide later.