Scindia, the Congress' Chief Whip in the Lok Sabha, launched the protest at around 3.30 pm at TT Nagar's Dussehra Maidan.
The scion of the erstwhile Gwalior dynasty garlanded the portrait of Mahatma Gandhi on the stage before sitting on the 'satyagraha'.
The photos of the six farmers killed in Mandsaur district earlier this month were also displayed on the stage.
The farmers' protest, which began on June 1 over various demands, including loan waiver and better prices for their produce, took a violent turn on June 6, when five of them were allegedly killed in police firing at Mandsaur. Another farmer from the district, who was allegedly beaten up by the police, succumbed to his injuries later.
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The farmers' agitation prompted the opposition parties to launch an attack on the BJP government in the state and corner Chief Minister Shivraj Singh Chouhan over the issue.
An under pressure Chouhan had launched an indefinite fast here on Saturday with an appeal for peace, but called it off the next day claiming that peace had been restored in the areas affected due to the farmers' protest.
On June 8, Congress vice-president Rahul Gandhi was detained by the police while he was on his way to Mandsaur to meet the kin of the farmers killed in police firing.