Sena workers were led by local MP, Bhausaheb Waghchaure.
The trust, so far, has given Rs 35 crore to the government. Shirdi, famous for its Saibaba shrine, is visited by lakhs of devotees from across the country every month.
To decry the government's demand of money for building airport, Sena workers wore mask-faces of Chief Minister Prithviraj Chavan, minsters Narayan Rane and Radhakrishna Vikhe-Patil, with begging-bowls in hand.
Speaking on this occasion, Waghchaure said that if the state was short of funds, it could build the airport on built-operate-transfer basis, but should not take the money donated by devotees of Saibaba.