The BJP supporters raised slogans demanding that a strong message be sent to Pakistan that such incidents will not be tolerated.
Police used water canons to disperse the demonstrators who tried to break barricades while trying to approach towards Antony's official residence at 9, Krishna Menon Marg in central Delhi.
Earlier, making suo motu statement in both Houses of Parliament, Antony said the attack on Indian soldiers was carried out by "terrorists along with persons dressed in Pakistan Army uniform" and India will take all necessary steps to uphold the sanctity of the Line of Control (LoC).