Congress and NCP had earlier warned that they will not allow staging of the play claiming that Nathuram Godse, who had assassinated Mahatma Gandhi, was glorified in it.
Tight security was maintained out the auditorium following the threat, police said.
Congress workers led by city president Vikas Thakre gathered in front of the hall and blocked the entrance to the hall, they were joined by workers from Sambhaji Brigade, said police.
Some protestors, including the officer-bearers of various political parties were detained, said police.
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"There are no other reasons to cancel the show. The other cast of the play are in Nagpur," he said.
Earlier, on January 22 activists of Sambhaji Brigade and Shiv Sena allegedly indulged in a scuffle before the staging of the play at a theatre in Aurangabad.
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