Protesters at Jantar Mantar were demanding a speedy punishment for the rapists of the 23-year-old victim, the CNN reported.
The victim was raped by six men on Dec. 16 while she and her boyfriend were riding a bus. The attackers also beat her boyfriend and then threw both victims off the bus. All six of the men have been arrested.
The victim was sent to a hospital in Singapore for treatment, but died Saturday. The incident has prompted protests throughout India over sexual violence against women.
"This incident should open our eyes to the fact that we need to raise our children right, we need to raise the people right," said protester and social worker Murphy John.
Sunday's protest turned violent around 1 p.m. when a student group tried to change the route of the march, the Press Trust of India reported. Police prevented them from doing so and clashes ensued.
Five protesters were arrested following the incident but were released later and the situation quickly brought under control.
Meanwhile, a private funeral was held Sunday for the woman, the BBC said. The victim was cremated Saturday after her body was returned to India from Singapore.