The procession led by a Shabana Sayyad, in their protest offered bangles to a picture of Swami Swarupanand and demanded that he should tender an apology at the Shirdi Sai Baba shrine.
The Dwarakapeeth Shankaracharya had recently said Sai Baba should not be worshipped as he was a human being and not a god.
The procession ended at the shrine and was peaceful, police said.