As the convoy reached the state border near Pandhurna, police stopped the cavalcade and prevented it from entering Madhya Pradesh.
"Police have stopped the MDMK convoy at the border and prevented it from moving further," Inspector General (IG) Jabalpur Range, V Madhu Kumar, told PTI.
Vaiko was heading to Sanchi to protest the visit of Sri Lankan President Mahinda Rajapaksa for laying the foundation stone of the International Buddhist University there on September 21.
The MDMK is against the visit as it blames Rajapaksa for the alleged atrocities on Tamils and violation of their rights in the island nation.
Vaiko had announced that he will show black flags to the visiting President.
MDMK leader Nanmaran also said the convoy was stopped at Pandhurna by the state police which was not allowing it to go further.