The women, who police said were taken in for questioning, are members of the Women of the Wall organization who demand to be allowed to lead prayer services at the site of Jewish prayer and pilgrimage, Haaretz reported.
They were accompanied by Israeli military veterans who were with a unit that captured the wall in the Six Day War in 1967, the report said.
Police stood by and watched the prayer service and, after the veterans left, moved in and detained the women, viewing their loud singing and donning of prayer shawls as "endangering public peace," Haaretz said.
Among the women detained were Anat Hoffman, the organization's leader; Lesley Sachs, its director; Susan Silverman, sister of comedienne Sarah Silverman; and a pregnant rabbinical student from the Hebrew Union College, the report said.
Under Jewish law, women are barred from conducting religious ceremonies at the women's section of the Western Wall. This includes holding or reading from the Torah, wearing prayer shawls or blowing a ram's horn.
The wall, sometimes called the Wailing Wall, is segregated. One side is designated for male worshipers and a smaller section is for women.
The organization says its mission is to fight for women's rights and religious freedom in Israel, and to achieve social and legal recognition to permit women to wear prayer shawls, pray and read from the Torah at the site.