Malik and his five colleagues were taken into custody by police soon after they reached Lal Chowk.
Before being whisked away by police, Malik told reporters that any change in "Muslim-majority character of Jammu and Kashmir" will be resisted by him.
Meanwhile, controversial Independent MLA Shiekh Abdul Rasheed began a 48-hour sit-in outside the residence of Chief Minister Mehbooba Mufti against the government decision.
Talking to reporters, the MLA warned the government against "bulldozing rights of people of state".
He said, "If 40 lakh Afghan refugees can be sent back from Pakistan, the government should send these refugees back to their ancestral places. If New Delhi has a human heart, it can resettle them in any part of India, other than the disputed area of Jammu and Kashmir.
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