The activists were demanding the agency, known as the SK, release 13 of their comrades who were arrested in May during a demonstration on the eve of President Vladimir Putin's inauguration.
Sergei Udaltsov, the head of the Left Front movement, said on Twitter the protesters picked up Saturday had not done anything to justify their detention, Russia's RIA Novosti news agency said.
Activists have accused the SK of a Soviet-style crackdown on opponents of Putin. The agency earlier this week raided the homes of several opposition members, including Udaltsov. The SK told RIA Novosti they were investigating the May 6 anti-Putin demonstration.