The demonstration was staged by over two dozen relatives of Muhammad Ismail Shah at Press Colony in Lal Chowk here.
Shah, a resident of Churat village of Kulgam, was attacked by another prisoner Ghulam Hassan Malik of Shopian with a stone, while he was asleep in his cell on April 6 and died after his head was smashed.
"The Central Jail is a high security prison and how was a person struck with a stone on the head inside such a highly secured facility? We demand a fair probe into the murder," Shah's brother Bilal Ahmad told reporters.
As the protesters, including women and children, tried to stage a sit in on the main road, police swung into action and detained them briefly.