The jails are to be closed the entire day, precluding friends and family members from visiting inmates.
Sheriff's officials expected 1,000 to 4,000 activists to protest Senate Bill 1070 at Tent City Jail in Phoenix near 29th Avenue and Durango Road, The Arizona Republic reported.
SB 1070, also known as the Support Our Law Enforcement and Safe Neighborhoods Act, makes it a state misdemeanor for an alien to be in Arizona without carrying the required documents.
"The main point is to show national disapproval of Arizona's immigration laws," said Steve Carl, 67, a spokesman for the Unitarian Universalist Association. "Arizona is at the forefront of human violations and leading the way for other states in the country."
Arpaio, known as "America's toughest sheriff," said he planned to be at the demonstration to defend his detention policies.
The U.S. Supreme Court is expected to release its decision on SB 1070 soon.