The silent rally, which started from Gandhi circle here, was led by party legislator Kali Charan Saraf and covered several areas of the city.
During the protest, BJP members also set ablaze effigies of Prime Minister Manmohan Singh and UPA Chairperson Sonia Gandhi.
The rally was taken out on the call of the party's national leadership to protest against the UPA government's policies, which have lead to rise in petrol prices and inflation, Saraf told reporters.