Rina Pradhan, 32, Wednesday poured kerosene and tried to set herself on fire near the chief minister's residence Naveen Nivas in Bhubaneswar. She complained of police inaction over her brother's killing about three months ago.
She was accompanied by several others of her Dholapathar village in Khurda district, about 25 km from here.
A woman tried to set herself on fire at a protest near Odisha CM's residence.
Police whisked her away when she was about to light a matchstick, a police officer said. Police arrested her and 17 others after the incident, he said.
Her brother, Ramakanta Bailarsingh, was found dead on a railway track near their village Sep 20.
Although police said it was a case of suicide, Rina and villagers have been demanding a probe.