Led by the Sena's state president Harbhajan Suman, the protesters assembled at the Ambedkar Park at Hargobindnagar and began a march.
They converged at the Hargobindnagar crossing on NH-1 where they burnt the effigy of the Uttar Pradesh Chief Minister, police said.
The also submitted a memorandum to the SDM, Balbir Raj Singh, seeking an intervention by the President, they said.
Raising anti-Yogi and anti-BJP slogans, the protesters, which included women, alleged that since the BJP came to power at the Centre, "atrocities" against the dalits had increased.
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He alleged that "anti-dalit" incidents were rising, especially in UP, Haryana and Gujarat.
Accusing the police of playing "puppet" to the Yogi government, Suman said that when "about 40 houses of the dalits" were "torched" in Saharanpur, the police looked the other way.
"And, when the activists of the Bhim army came forward to help the dalits, they were implicated in false cases and sent to jails," he alleged.
Suman said that in case "anti-dalit" activities were not checked, the Sena will launch a large agitation.
Councillors Poornima Suman and Sandip also addressed the protesters.
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