During the protest, the MPs marched from the statue to gate number 4 shouting slogans against the Centre over the arrests of MPs Sudip Bandopadhyay and Tapas Pal, alleging they were being hounded after they raised their voice against demonetisation.
Party's Rajya Sabha member Derek O'Brien and Lok Sabha member Kalyan Banerjee were among the demonstrators.
The central agency had arrested the two MPs separately early last month, prompting protests by the ruling party of West Bengal.